+163.0%
LITE vs S
+30.9%
+132.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | +10.8% | +2.0% | +8.8% | +10.6% |
| 30D | -33.4% | -2.7% | -30.7% | -32.3% |
| 3M | -32.2% | -6.9% | -25.4% | -30.0% |
| 6M | -42.1% | +38.1% | -80.2% | -39.6% |
| YTD | +61.9% | +48.0% | +13.9% | +74.4% |
| 1Y | +163.0% | +34.5% | +128.5% | +183.8% |
| All | +163.0% | +30.9% | +132.1% | +183.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling