+1,172.1%
LITE vs OMC
+23.9%
+1,148.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.7% |
| 7D | -35.9% | +6.3% | -42.2% | -36.0% |
| 30D | -51.5% | +15.4% | -66.9% | -51.9% |
| 3M | -35.7% | +5.8% | -41.5% | -35.9% |
| 6M | -43.0% | +14.7% | -57.6% | -44.4% |
| YTD | +46.1% | +10.3% | +35.8% | +42.8% |
| 1Y | +124.7% | +23.2% | +101.5% | +110.1% |
| 3Y | +1,172.1% | +24.6% | +1,147.5% | +857.0% |
| All | +1,172.1% | +23.9% | +1,148.1% | +857.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling