+1,172.1%
LITE vs S
+34.5%
+1,137.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.0% | +5.1% |
| 7D | -35.9% | -13.4% | -22.5% | -32.2% |
| 30D | -51.5% | -14.0% | -37.5% | -48.6% |
| 3M | -35.7% | +4.9% | -40.6% | -36.8% |
| 6M | -43.0% | +42.0% | -85.0% | -50.1% |
| YTD | +46.1% | +45.1% | +1.0% | +24.6% |
| 1Y | +124.7% | +33.1% | +91.6% | +97.3% |
| 3Y | +1,172.1% | +40.6% | +1,131.4% | +858.4% |
| All | +1,172.1% | +34.5% | +1,137.6% | +858.4% |
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