+124.7%
LITE vs REPL
+152.6%
-27.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.0% | -2.3% | +5.5% |
| 7D | -35.9% | +22.8% | -58.7% | -36.2% |
| 30D | -51.5% | +63.8% | -115.3% | -52.1% |
| 3M | -35.7% | +68.1% | -103.9% | -36.5% |
| 6M | -43.0% | +528.5% | -571.5% | -43.2% |
| YTD | +46.1% | +122.4% | -76.3% | +63.2% |
| 1Y | +124.7% | +154.4% | -29.6% | +118.6% |
| All | +124.7% | +152.6% | -27.9% | +118.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling