+974.3%
LITE vs S
-56.8%
+1,031.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | -1.5% | -7.7% | +6.2% | +0.3% |
| 30D | +6.7% | -5.3% | +12.0% | +7.3% |
| 3M | -6.8% | +20.3% | -27.0% | -11.8% |
| 6M | +29.4% | +47.4% | -17.9% | +15.2% |
| YTD | +139.1% | +32.5% | +106.6% | +117.1% |
| 1Y | +521.0% | +9.5% | +511.5% | +488.4% |
| 3Y | +1,535.3% | +15.5% | +1,519.8% | +1,420.6% |
| 5Y | +889.8% | -71.2% | +961.0% | +924.0% |
| All | +974.3% | -56.8% | +1,031.1% | +1,006.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling