+1,870.5%
LITE vs QXO
-40.8%
+1,911.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.8% | +11.1% |
| 7D | +12.6% | +2.9% | +9.7% | +12.5% |
| 30D | +9.9% | -18.0% | +27.9% | +10.5% |
| 3M | +9.3% | -14.7% | +24.0% | +9.6% |
| 6M | +75.2% | -39.2% | +114.4% | +77.2% |
| YTD | +165.5% | -31.3% | +196.8% | +167.3% |
| 1Y | +555.0% | -39.7% | +594.6% | +561.4% |
| 3Y | +1,870.5% | -41.5% | +1,912.0% | +1,800.6% |
| All | +1,870.5% | -40.8% | +1,911.3% | +1,800.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling