+593.6%
LITE vs OMC
+50.5%
+543.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.2% |
| 7D | +22.6% | -0.3% | +22.8% | +22.7% |
| 30D | -36.8% | +10.6% | -47.4% | -38.2% |
| 3M | -33.0% | +2.6% | -35.6% | -33.8% |
| 6M | -37.1% | +16.6% | -53.7% | -40.6% |
| YTD | +69.5% | +10.9% | +58.6% | +60.3% |
| 1Y | +146.1% | +22.1% | +124.0% | +123.4% |
| 3Y | +1,440.8% | +27.5% | +1,413.4% | +1,231.1% |
| All | +593.6% | +50.5% | +543.1% | +446.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling