+232.7%
LITE vs ON
+41.6%
+191.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.9% | -6.0% | -6.6% |
| 7D | -31.4% | -5.8% | -25.6% | -28.4% |
| 30D | -42.6% | -17.1% | -25.5% | -34.9% |
| 3M | -26.2% | -11.8% | -14.4% | -19.5% |
| 6M | -35.8% | -30.2% | -5.6% | -24.2% |
| YTD | +70.0% | +31.6% | +38.5% | +16.1% |
| 1Y | +232.7% | +47.6% | +185.2% | +104.3% |
| All | +232.7% | +41.6% | +191.1% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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