+613.8%
LITE vs S
-49.1%
+662.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -13.9% | +1.4% | -15.3% | -13.8% |
| 30D | -46.9% | -10.8% | -36.1% | -45.0% |
| 3M | -28.0% | +5.4% | -33.4% | -29.1% |
| 6M | -35.2% | +41.2% | -76.4% | -41.0% |
| YTD | +58.9% | +56.2% | +2.7% | +39.2% |
| 1Y | +125.3% | +36.3% | +89.0% | +103.7% |
| 3Y | +1,344.4% | +49.4% | +1,295.0% | +1,175.3% |
| 5Y | +541.2% | -66.9% | +608.0% | +545.4% |
| All | +613.8% | -49.1% | +662.9% | +609.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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