+1,563.7%
LITE vs REPL
-22.6%
+1,586.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.0% |
| 7D | -1.5% | -3.0% | +1.4% | -1.5% |
| 30D | +6.7% | +27.1% | -20.5% | +5.9% |
| 3M | -6.8% | +52.4% | -59.1% | -8.9% |
| 6M | +29.4% | +107.4% | -78.0% | +23.0% |
| YTD | +139.1% | +54.7% | +84.4% | +129.5% |
| 1Y | +521.0% | +158.9% | +362.1% | +474.4% |
| All | +1,563.7% | -22.6% | +1,586.3% | +1,253.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling