+890.1%
LITE vs REPL
+35.1%
+854.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.0% | -2.3% | +5.2% |
| 7D | -35.9% | +22.8% | -58.7% | -36.7% |
| 30D | -51.5% | +63.8% | -115.3% | -53.0% |
| 3M | -35.7% | +68.1% | -103.9% | -37.9% |
| 6M | -43.0% | +528.5% | -571.5% | -50.9% |
| YTD | +46.1% | +122.4% | -76.3% | +28.9% |
| 1Y | +124.7% | +154.4% | -29.6% | +96.3% |
| 3Y | +1,172.1% | +68.0% | +1,104.1% | +840.5% |
| 5Y | +477.0% | -35.4% | +512.4% | +360.9% |
| All | +890.1% | +35.1% | +854.9% | +545.2% |
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