+1,563.7%
LITE vs S
+16.9%
+1,546.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | -1.5% | -7.7% | +6.2% | +1.0% |
| 30D | +6.7% | -5.3% | +12.0% | +7.5% |
| 3M | -6.8% | +20.3% | -27.0% | -14.0% |
| 6M | +29.4% | +47.4% | -17.9% | +8.8% |
| YTD | +139.1% | +32.5% | +106.6% | +107.5% |
| 1Y | +521.0% | +9.5% | +511.5% | +478.5% |
| All | +1,563.7% | +16.9% | +1,546.7% | +1,330.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling