+2,331.0%
LITE vs RF
+343.3%
+1,987.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | +1.3% | -2.8% | -2.2% |
| 30D | +6.7% | -3.6% | +10.3% | +8.4% |
| 3M | -6.8% | +8.1% | -14.8% | -10.5% |
| 6M | +29.4% | +11.5% | +18.0% | +22.3% |
| YTD | +139.1% | +15.6% | +123.5% | +121.6% |
| 1Y | +521.0% | +15.7% | +505.3% | +474.8% |
| 3Y | +1,535.3% | +86.9% | +1,448.4% | +1,139.9% |
| 5Y | +889.8% | +89.8% | +800.0% | +625.8% |
| All | +2,331.0% | +343.3% | +1,987.7% | +1,043.1% |
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