+1,321.8%
LITE vs RF
+280.8%
+1,041.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.1% | -16.5% | -17.7% |
| 7D | -44.6% | -1.6% | -42.9% | -44.2% |
| 30D | -55.0% | +5.0% | -60.1% | -56.1% |
| 3M | -38.3% | -10.0% | -28.3% | -35.7% |
| 6M | -48.8% | +3.3% | -52.1% | -50.2% |
| YTD | +38.3% | +7.9% | +30.3% | +31.5% |
| 1Y | +119.0% | +21.2% | +97.7% | +97.9% |
| 3Y | +1,092.0% | +105.8% | +986.2% | +774.7% |
| 5Y | +446.1% | +43.7% | +402.3% | +347.0% |
| All | +1,321.8% | +280.8% | +1,041.0% | +770.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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