+2,898.2%
LITE vs O
+122.0%
+2,776.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.5% | -19.1% | -18.8% |
| 7D | -44.6% | +4.5% | -49.1% | -45.3% |
| 30D | -55.0% | +10.2% | -65.2% | -56.4% |
| 3M | -38.3% | -3.8% | -34.6% | -37.9% |
| 6M | -48.8% | -3.8% | -44.9% | -48.8% |
| YTD | +38.3% | +10.3% | +28.0% | +32.2% |
| 1Y | +119.0% | +11.9% | +107.1% | +108.3% |
| 3Y | +1,092.0% | +38.1% | +1,053.9% | +932.8% |
| 5Y | +446.1% | +11.1% | +435.0% | +409.8% |
| 10Y | +1,381.7% | +72.7% | +1,308.9% | +1,127.0% |
| All | +2,898.2% | +122.0% | +2,776.2% | +2,119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling