+556.6%
LITE vs S
-52.7%
+609.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.0% | +5.3% |
| 7D | -35.9% | -13.4% | -22.5% | -33.2% |
| 30D | -51.5% | -14.0% | -37.5% | -49.3% |
| 3M | -35.7% | +4.9% | -40.6% | -36.7% |
| 6M | -43.0% | +42.0% | -85.0% | -48.2% |
| YTD | +46.1% | +45.1% | +1.0% | +30.3% |
| 1Y | +124.7% | +33.1% | +91.6% | +104.1% |
| 3Y | +1,172.1% | +40.6% | +1,131.4% | +1,040.0% |
| 5Y | +477.0% | -67.5% | +544.5% | +490.0% |
| All | +556.6% | -52.7% | +609.3% | +564.1% |
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