+1,587.5%
LITE vs RUN
+94.0%
+1,493.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.6% | +8.8% | 0.0% |
| 7D | -13.9% | +0.3% | -14.3% | -14.6% |
| 30D | -46.9% | +14.0% | -60.9% | -48.9% |
| 3M | -28.0% | -11.8% | -16.3% | -27.7% |
| 6M | -35.2% | -40.4% | +5.2% | -30.4% |
| YTD | +58.9% | -52.7% | +111.5% | +72.2% |
| 1Y | +125.3% | -52.5% | +177.8% | +144.3% |
| 3Y | +1,344.4% | -7.7% | +1,352.2% | +1,039.0% |
| 5Y | +541.2% | -83.9% | +625.0% | +548.1% |
| 10Y | +1,587.5% | +84.9% | +1,502.6% | +634.1% |
| All | +1,587.5% | +94.0% | +1,493.5% | +634.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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