+521.0%
LITE vs OMC
+9.8%
+511.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +3.3% |
| 7D | -1.5% | -6.4% | +4.9% | -3.3% |
| 30D | +6.7% | +1.1% | +5.5% | +7.1% |
| 3M | -6.8% | +10.4% | -17.2% | -4.3% |
| 6M | +29.4% | -1.7% | +31.1% | +30.8% |
| YTD | +139.1% | +4.4% | +134.6% | +138.4% |
| 1Y | +521.0% | +8.4% | +512.6% | +509.8% |
| All | +521.0% | +9.8% | +511.2% | +509.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling