+1,493.1%
LITE vs P
+652.0%
+841.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.6% |
| 7D | +10.8% | +11.6% | -0.8% | +5.4% |
| 30D | -33.4% | -23.7% | -9.8% | -23.1% |
| 3M | -32.2% | -8.0% | -24.3% | -28.7% |
| 6M | -42.1% | +27.9% | -70.0% | -48.1% |
| YTD | +61.9% | +61.2% | +0.7% | +31.3% |
| 1Y | +163.0% | +28.6% | +134.4% | +129.1% |
| 3Y | +1,358.0% | +200.5% | +1,157.5% | +777.6% |
| 5Y | +549.9% | +282.9% | +267.0% | +241.5% |
| All | +1,493.1% | +652.0% | +841.1% | +560.6% |
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