+1,402.3%
LITE vs RF
+279.4%
+1,122.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.8% |
| 7D | -35.9% | -0.9% | -35.0% | -35.7% |
| 30D | -51.5% | +6.0% | -57.6% | -52.9% |
| 3M | -35.7% | -8.9% | -26.8% | -33.4% |
| 6M | -43.0% | +2.3% | -45.3% | -44.3% |
| YTD | +46.1% | +7.6% | +38.6% | +39.2% |
| 1Y | +124.7% | +21.2% | +103.5% | +103.1% |
| 3Y | +1,172.1% | +108.5% | +1,063.5% | +828.9% |
| 5Y | +477.0% | +43.2% | +433.8% | +373.1% |
| All | +1,402.3% | +279.4% | +1,122.9% | +820.7% |
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