+2,547.9%
LITE vs QXO
+38.8%
+2,509.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.1% | +1.2% |
| 7D | +13.6% | -3.9% | +17.5% | +13.7% |
| 30D | +21.6% | -17.4% | +38.9% | +22.2% |
| 3M | +20.3% | -22.5% | +42.8% | +21.1% |
| 6M | +54.4% | -41.4% | +95.8% | +56.3% |
| YTD | +168.3% | -34.1% | +202.4% | +170.5% |
| 1Y | +551.8% | -40.8% | +592.6% | +558.7% |
| 3Y | +1,891.5% | -43.9% | +1,935.4% | +1,825.6% |
| 5Y | +1,014.7% | -69.6% | +1,084.3% | +978.9% |
| All | +2,547.9% | +38.8% | +2,509.0% | +2,412.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling