-43.0%
LITE vs RUN
-25.9%
-17.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.5% |
| 7D | -35.9% | +33.4% | -69.4% | -40.1% |
| 30D | -51.5% | +31.1% | -82.7% | -54.4% |
| 3M | -35.7% | +6.4% | -42.1% | -34.7% |
| 6M | -43.0% | -22.2% | -20.7% | -33.5% |
| All | -43.0% | -25.9% | -17.1% | -33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling