+995.9%
LITE vs REPL
+39.1%
+956.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +10.5% |
| 7D | -12.9% | +14.2% | -27.1% | -13.5% |
| 30D | -46.0% | +65.9% | -111.8% | -47.6% |
| 3M | -33.0% | +84.6% | -117.6% | -35.5% |
| 6M | -34.0% | +446.9% | -481.0% | -42.6% |
| YTD | +61.7% | +129.0% | -67.3% | +42.5% |
| 1Y | +148.3% | +167.9% | -19.6% | +116.3% |
| 3Y | +1,408.5% | +93.9% | +1,314.6% | +999.6% |
| 5Y | +546.2% | -33.0% | +579.1% | +414.9% |
| All | +995.9% | +39.1% | +956.8% | +613.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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