+232.7%
LITE vs PL
-0.6%
+233.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.4% | -1.5% | -5.9% |
| 7D | -31.4% | -11.7% | -19.7% | -28.5% |
| 30D | -42.6% | -27.1% | -15.5% | -36.7% |
| 3M | -26.2% | -44.6% | +18.4% | -12.6% |
| 6M | -35.8% | -67.2% | +31.4% | -16.2% |
| YTD | +70.0% | -35.9% | +105.9% | +94.9% |
| 1Y | +232.7% | -0.4% | +233.1% | +231.8% |
| All | +232.7% | -0.6% | +233.4% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling