+232.7%
LITE vs Q
+19.7%
+213.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.1% | -7.8% | -7.8% |
| 7D | -31.4% | -3.3% | -28.2% | -29.2% |
| 30D | -42.6% | -9.7% | -32.9% | -36.9% |
| 3M | -26.2% | -16.1% | -10.1% | -13.5% |
| 6M | -35.8% | -15.7% | -20.1% | -25.5% |
| YTD | +70.0% | +45.7% | +24.3% | +41.3% |
| 1Y | +232.7% | +18.0% | +214.7% | +214.5% |
| All | +232.7% | +19.7% | +213.1% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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