+609.5%
LITE vs RF
+45.2%
+564.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.5% | -9.4% | -8.7% |
| 7D | -31.4% | +2.3% | -33.7% | -32.4% |
| 30D | -42.6% | +7.2% | -49.8% | -45.0% |
| 3M | -26.2% | -8.2% | -18.0% | -23.3% |
| 6M | -35.8% | +7.0% | -42.8% | -39.5% |
| YTD | +70.0% | +10.3% | +59.7% | +56.6% |
| 1Y | +232.7% | +25.1% | +207.7% | +185.0% |
| 3Y | +1,365.7% | +110.3% | +1,255.4% | +876.9% |
| 5Y | +609.5% | +47.1% | +562.4% | +425.1% |
| All | +609.5% | +45.2% | +564.3% | +425.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling