+1,103.8%
LITE vs O
+38.4%
+1,065.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.5% | -19.1% | -18.5% |
| 7D | -44.6% | +4.5% | -49.1% | -43.7% |
| 30D | -55.0% | +10.2% | -65.2% | -53.6% |
| 3M | -38.3% | -3.8% | -34.6% | -37.9% |
| 6M | -48.8% | -3.8% | -44.9% | -48.2% |
| YTD | +38.3% | +10.3% | +28.0% | +41.1% |
| 1Y | +119.0% | +11.9% | +107.1% | +123.3% |
| All | +1,103.8% | +38.4% | +1,065.5% | +863.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded O wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling