+5,667.4%
LITE vs P
+485.4%
+5,182.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.4% |
| 7D | -1.5% | +6.5% | -8.1% | -4.2% |
| 30D | +6.7% | +18.8% | -12.2% | -2.1% |
| 3M | -6.8% | +26.7% | -33.5% | -15.7% |
| 6M | +29.4% | +62.2% | -32.7% | +6.4% |
| YTD | +139.1% | +48.5% | +90.6% | +101.8% |
| 1Y | +521.0% | +26.4% | +494.6% | +449.8% |
| 3Y | +1,535.3% | +159.4% | +1,375.9% | +991.5% |
| 5Y | +889.8% | +275.8% | +614.0% | +465.9% |
| 10Y | +2,400.7% | +732.0% | +1,668.7% | +1,037.8% |
| All | +5,667.4% | +485.4% | +5,182.0% | +2,452.3% |
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