+124.7%
LITE vs Q
+17.3%
+107.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.3% | -0.7% | -0.1% |
| 7D | -35.9% | +0.3% | -36.2% | -35.4% |
| 30D | -51.5% | -9.8% | -41.7% | -45.9% |
| 3M | -35.7% | -12.2% | -23.5% | -25.9% |
| 6M | -43.0% | -21.6% | -21.3% | -29.2% |
| YTD | +46.1% | +43.6% | +2.6% | +17.5% |
| 1Y | +124.7% | +25.7% | +99.0% | +102.2% |
| All | +124.7% | +17.3% | +107.4% | +102.2% |
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