+1,172.1%
LITE vs P
+175.5%
+996.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.1% | +3.6% |
| 7D | -35.9% | -23.8% | -12.1% | -23.9% |
| 30D | -51.5% | -36.6% | -14.9% | -35.9% |
| 3M | -35.7% | +10.9% | -46.6% | -39.4% |
| 6M | -43.0% | +30.0% | -73.0% | -50.7% |
| YTD | +46.1% | +44.4% | +1.7% | +18.7% |
| 1Y | +124.7% | +3.9% | +120.8% | +109.4% |
| 3Y | +1,172.1% | +176.6% | +995.5% | +669.7% |
| All | +1,172.1% | +175.5% | +996.6% | +669.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling