+163.0%
LITE vs Q
+56.5%
+106.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.4% | -11.3% | -12.3% |
| 7D | -44.6% | -10.3% | -34.3% | -38.4% |
| 30D | -55.0% | -17.7% | -37.4% | -46.1% |
| 3M | -38.3% | -18.8% | -19.5% | -24.6% |
| 6M | -48.8% | -24.8% | -24.0% | -34.3% |
| YTD | +38.3% | +35.0% | +3.3% | +28.4% |
| 1Y | +119.0% | +10.7% | +108.3% | +139.0% |
| All | +163.0% | +56.5% | +106.5% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling