+1,587.5%
LITE vs OMC
+56.4%
+1,531.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -13.9% | +6.8% | -20.7% | -15.6% |
| 30D | -46.9% | +16.2% | -63.1% | -49.7% |
| 3M | -28.0% | +6.0% | -34.0% | -30.3% |
| 6M | -35.2% | +17.7% | -52.9% | -40.4% |
| YTD | +58.9% | +13.5% | +45.4% | +46.0% |
| 1Y | +125.3% | +27.2% | +98.1% | +97.0% |
| 3Y | +1,344.4% | +30.4% | +1,314.0% | +1,121.5% |
| 5Y | +541.2% | +53.5% | +487.7% | +394.4% |
| 10Y | +1,587.5% | +57.0% | +1,530.5% | +1,166.4% |
| All | +1,587.5% | +56.4% | +1,531.1% | +1,166.4% |
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