-35.8%
LITE vs S
+57.3%
-93.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.6% | -9.5% | -8.1% |
| 7D | -31.4% | -8.2% | -23.2% | -30.3% |
| 30D | -42.6% | -7.6% | -35.0% | -42.0% |
| 3M | -26.2% | +12.0% | -38.2% | -24.4% |
| 6M | -35.8% | +50.6% | -86.4% | -33.8% |
| All | -35.8% | +57.3% | -93.1% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling