+562.5%
LITE vs ON
+19.2%
+543.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -2.6% |
| 7D | +10.8% | +12.2% | -1.5% | +4.9% |
| 30D | -33.4% | -3.1% | -30.3% | -31.3% |
| 3M | -32.2% | -12.9% | -19.4% | -26.8% |
| 6M | -42.1% | -38.6% | -3.5% | -27.6% |
| YTD | +61.9% | +31.2% | +30.6% | +42.4% |
| 1Y | +163.0% | +47.6% | +115.3% | +119.1% |
| 3Y | +1,358.0% | +6.6% | +1,351.4% | +1,194.4% |
| All | +562.5% | +19.2% | +543.2% | +410.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling