+610.9%
LITE vs RUN
-83.2%
+694.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.1% | +6.5% | +10.1% |
| 7D | +3.4% | +3.2% | +0.2% | +2.3% |
| 30D | -34.9% | +19.5% | -54.4% | -37.4% |
| 3M | -21.0% | -9.6% | -11.5% | -20.8% |
| 6M | -38.5% | -37.3% | -1.1% | -35.0% |
| YTD | +75.8% | -50.7% | +126.5% | +87.0% |
| 1Y | +156.7% | -54.1% | +210.8% | +176.1% |
| 3Y | +1,498.6% | -3.9% | +1,502.5% | +1,222.3% |
| 5Y | +610.9% | -84.4% | +695.3% | +626.2% |
| All | +610.9% | -83.2% | +694.1% | +626.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling