+3,586.8%
LITE vs RF
+305.2%
+3,281.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.5% | -9.4% | -8.5% |
| 7D | -31.4% | +2.3% | -33.7% | -32.2% |
| 30D | -42.6% | +7.2% | -49.8% | -44.5% |
| 3M | -26.2% | -8.2% | -18.0% | -24.0% |
| 6M | -35.8% | +7.0% | -42.8% | -38.5% |
| YTD | +70.0% | +10.3% | +59.7% | +60.3% |
| 1Y | +232.7% | +25.1% | +207.7% | +197.7% |
| 3Y | +1,365.7% | +110.3% | +1,255.4% | +977.8% |
| 5Y | +609.5% | +47.1% | +562.4% | +479.7% |
| 10Y | +1,721.9% | +297.9% | +1,424.0% | +878.3% |
| All | +3,586.8% | +305.2% | +3,281.5% | +1,664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling