+901.5%
LITE vs O
+13.2%
+888.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | +6.7% | -1.9% | +8.5% | +7.0% |
| 3M | -6.8% | +3.8% | -10.6% | -8.4% |
| 6M | +29.4% | -4.7% | +34.2% | +30.3% |
| YTD | +139.1% | +12.5% | +126.6% | +130.5% |
| 1Y | +521.0% | +10.8% | +510.2% | +500.3% |
| 3Y | +1,535.3% | +28.8% | +1,506.5% | +1,354.4% |
| All | +901.5% | +13.2% | +888.3% | +844.5% |
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