+1,402.3%
LITE vs OMC
+52.3%
+1,350.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | -35.9% | +6.3% | -42.2% | -37.3% |
| 30D | -51.5% | +15.4% | -66.9% | -54.0% |
| 3M | -35.7% | +5.8% | -41.5% | -37.8% |
| 6M | -43.0% | +14.7% | -57.6% | -47.1% |
| YTD | +46.1% | +10.3% | +35.8% | +35.3% |
| 1Y | +124.7% | +23.2% | +101.5% | +98.1% |
| 3Y | +1,172.1% | +24.6% | +1,147.5% | +992.1% |
| 5Y | +477.0% | +50.1% | +426.9% | +347.1% |
| All | +1,402.3% | +52.3% | +1,350.0% | +1,010.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling