+901.5%
LITE vs ON
+62.4%
+839.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.5% |
| 7D | -1.5% | +2.4% | -4.0% | -2.7% |
| 30D | +6.7% | -3.3% | +9.9% | +9.1% |
| 3M | -6.8% | -43.6% | +36.8% | +20.7% |
| 6M | +29.4% | +19.0% | +10.5% | +18.2% |
| YTD | +139.1% | +37.4% | +101.7% | +105.1% |
| 1Y | +521.0% | +54.8% | +466.2% | +405.0% |
| 3Y | +1,535.3% | -25.2% | +1,560.5% | +1,516.9% |
| All | +901.5% | +62.4% | +839.1% | +618.6% |
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 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