+1,402.3%
LITE vs ON
+461.8%
+940.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.4% |
| 7D | -35.9% | -11.7% | -24.3% | -31.2% |
| 30D | -51.5% | -23.3% | -28.3% | -44.0% |
| 3M | -35.7% | -19.2% | -16.6% | -27.9% |
| 6M | -43.0% | -40.1% | -2.8% | -27.8% |
| YTD | +46.1% | +16.9% | +29.2% | +34.9% |
| 1Y | +124.7% | +29.7% | +95.0% | +97.5% |
| 3Y | +1,172.1% | -4.4% | +1,176.5% | +1,102.3% |
| 5Y | +477.0% | +7.1% | +470.0% | +362.3% |
| All | +1,402.3% | +461.8% | +940.6% | +353.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling