+1,533.3%
LITE vs ON
+527.7%
+1,005.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.2% | +1.5% | +6.1% |
| 7D | -12.9% | -1.4% | -11.5% | -11.5% |
| 30D | -46.0% | -10.9% | -35.1% | -41.9% |
| 3M | -33.0% | -14.9% | -18.2% | -26.8% |
| 6M | -34.0% | -33.0% | -1.0% | -20.9% |
| YTD | +61.7% | +27.6% | +34.1% | +43.1% |
| 1Y | +148.3% | +44.5% | +103.8% | +107.4% |
| 3Y | +1,408.5% | +7.4% | +1,401.1% | +1,248.5% |
| 5Y | +546.2% | +18.7% | +527.4% | +392.5% |
| 10Y | +1,533.3% | +516.0% | +1,017.4% | +360.4% |
| All | +1,533.3% | +527.7% | +1,005.6% | +360.4% |
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