+129.4%
LITE vs ON
+40.9%
+88.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.2% | +1.5% | +4.4% |
| 7D | -12.9% | -1.4% | -11.5% | -11.1% |
| 30D | -46.0% | -10.9% | -35.1% | -40.8% |
| 3M | -33.0% | -14.9% | -18.2% | -24.6% |
| 6M | -34.0% | -33.0% | -1.0% | -19.1% |
| YTD | +61.7% | +27.6% | +34.1% | +19.9% |
| All | +129.4% | +40.9% | +88.5% | +65.5% |
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