+1,568.0%
LITE vs ON
+557.7%
+1,010.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.7% |
| 7D | +22.6% | +17.0% | +5.5% | +13.7% |
| 30D | -36.8% | -3.9% | -32.9% | -34.5% |
| 3M | -33.0% | -11.5% | -21.5% | -28.2% |
| 6M | -37.1% | -29.2% | -7.9% | -26.7% |
| YTD | +69.5% | +36.2% | +33.3% | +45.5% |
| 1Y | +146.1% | +49.6% | +96.5% | +102.1% |
| 3Y | +1,440.8% | +9.4% | +1,431.4% | +1,264.4% |
| 5Y | +580.4% | +25.8% | +554.6% | +405.3% |
| All | +1,568.0% | +557.7% | +1,010.2% | +385.0% |
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