+2,898.2%
LITE vs ON
+506.4%
+2,391.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -11.6% | -7.1% | -13.2% |
| 7D | -44.6% | -16.3% | -28.3% | -39.1% |
| 30D | -55.0% | -27.0% | -28.0% | -47.2% |
| 3M | -38.3% | -18.1% | -20.2% | -31.6% |
| 6M | -48.8% | -38.6% | -10.1% | -36.6% |
| YTD | +38.3% | +16.4% | +21.9% | +28.9% |
| 1Y | +119.0% | +25.8% | +93.2% | +97.0% |
| 3Y | +1,092.0% | -7.7% | +1,099.7% | +1,053.9% |
| 5Y | +446.1% | +6.6% | +439.5% | +351.4% |
| 10Y | +1,381.7% | +444.6% | +937.1% | +494.9% |
| All | +2,898.2% | +506.4% | +2,391.8% | +999.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling