+119.0%
LITE vs PL
-11.4%
+130.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -10.1% | -8.6% | -15.5% |
| 7D | -44.6% | -20.5% | -24.0% | -40.1% |
| 30D | -55.0% | -38.8% | -16.3% | -47.8% |
| 3M | -38.3% | -49.1% | +10.8% | -24.9% |
| 6M | -48.8% | -69.4% | +20.6% | -31.6% |
| YTD | +38.3% | -42.3% | +80.6% | +65.8% |
| 1Y | +119.0% | -14.2% | +133.2% | +142.4% |
| All | +119.0% | -11.4% | +130.4% | +142.4% |
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