+3,235.7%
LITE vs P
+449.6%
+2,786.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -16.4% | -2.3% | -11.7% |
| 7D | -44.6% | -31.9% | -12.7% | -33.9% |
| 30D | -55.0% | -36.5% | -18.5% | -44.6% |
| 3M | -38.3% | +11.6% | -49.9% | -40.8% |
| 6M | -48.8% | +25.2% | -74.0% | -52.8% |
| YTD | +38.3% | +39.4% | -1.2% | +21.9% |
| 1Y | +119.0% | -3.7% | +122.7% | +118.0% |
| 3Y | +1,092.0% | +167.3% | +924.7% | +706.6% |
| 5Y | +446.1% | +237.3% | +208.7% | +231.1% |
| 10Y | +1,381.7% | +698.6% | +683.1% | +600.2% |
| All | +3,235.7% | +449.6% | +2,786.1% | +1,441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling