+1,048.3%
LITE vs REPL
+37.4%
+1,010.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.7% |
| 7D | +22.6% | +9.8% | +12.8% | +21.9% |
| 30D | -36.8% | +81.5% | -118.3% | -39.0% |
| 3M | -33.0% | +44.2% | -77.2% | -34.7% |
| 6M | -37.1% | +437.4% | -474.5% | -45.2% |
| YTD | +69.5% | +126.1% | -56.7% | +49.3% |
| 1Y | +146.1% | +143.1% | +3.0% | +115.7% |
| 3Y | +1,440.8% | +97.8% | +1,343.0% | +1,018.8% |
| 5Y | +580.4% | -34.3% | +614.7% | +442.7% |
| All | +1,048.3% | +37.4% | +1,010.9% | +647.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling