+562.5%
LITE vs O
+7.0%
+555.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.7% | -4.4% |
| 7D | +10.8% | -0.4% | +11.1% | +10.8% |
| 30D | -33.4% | +7.1% | -40.6% | -34.0% |
| 3M | -32.2% | -5.2% | -27.0% | -31.5% |
| 6M | -42.1% | -1.8% | -40.3% | -42.3% |
| YTD | +61.9% | +9.1% | +52.8% | +57.0% |
| 1Y | +163.0% | +9.7% | +153.3% | +154.4% |
| 3Y | +1,358.0% | +39.1% | +1,318.9% | +1,117.5% |
| All | +562.5% | +7.0% | +555.5% | +535.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling