+546.2%
LITE vs O
+11.2%
+535.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.6% |
| 7D | -12.9% | +3.3% | -16.2% | -13.2% |
| 30D | -46.0% | +10.3% | -56.3% | -46.7% |
| 3M | -33.0% | -3.5% | -29.6% | -32.4% |
| 6M | -34.0% | -1.3% | -32.8% | -34.3% |
| YTD | +61.7% | +10.3% | +51.4% | +56.7% |
| 1Y | +148.3% | +10.4% | +137.9% | +140.3% |
| 3Y | +1,408.5% | +40.0% | +1,368.5% | +1,163.8% |
| 5Y | +546.2% | +12.4% | +533.8% | +518.3% |
| All | +546.2% | +11.2% | +535.0% | +518.3% |
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