+446.1%
LITE vs S
-69.2%
+515.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -8.8% | -9.9% | -16.3% |
| 7D | -44.6% | -16.7% | -27.9% | -41.4% |
| 30D | -55.0% | -17.0% | -38.1% | -52.4% |
| 3M | -38.3% | +2.0% | -40.3% | -38.9% |
| 6M | -48.8% | +35.1% | -83.8% | -53.2% |
| YTD | +38.3% | +42.8% | -4.5% | +22.5% |
| 1Y | +119.0% | +27.7% | +91.3% | +99.3% |
| 3Y | +1,092.0% | +33.0% | +1,059.0% | +967.7% |
| 5Y | +446.1% | -68.0% | +514.1% | +475.9% |
| All | +446.1% | -69.2% | +515.2% | +475.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling