+1,321.8%
LITE vs P
+685.9%
+635.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -16.4% | -2.3% | -11.0% |
| 7D | -44.6% | -31.9% | -12.7% | -32.8% |
| 30D | -55.0% | -36.5% | -18.5% | -43.5% |
| 3M | -38.3% | +11.6% | -49.9% | -41.2% |
| 6M | -48.8% | +25.2% | -74.0% | -53.4% |
| YTD | +38.3% | +39.4% | -1.2% | +19.8% |
| 1Y | +119.0% | -3.7% | +122.7% | +116.9% |
| 3Y | +1,092.0% | +167.3% | +924.7% | +659.4% |
| 5Y | +446.1% | +237.3% | +208.7% | +205.0% |
| All | +1,321.8% | +685.9% | +635.9% | +480.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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