+1,402.3%
LITE vs SAN
+236.7%
+1,165.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.6% |
| 7D | -35.9% | +4.9% | -40.9% | -37.6% |
| 30D | -51.5% | -13.0% | -38.5% | -48.9% |
| 3M | -35.7% | -18.9% | -16.9% | -30.4% |
| 6M | -43.0% | -4.1% | -38.8% | -42.7% |
| YTD | +46.1% | +2.6% | +43.5% | +41.7% |
| 1Y | +124.7% | +16.9% | +107.8% | +106.4% |
| 3Y | +1,172.1% | +239.1% | +933.0% | +654.2% |
| 5Y | +477.0% | +266.8% | +210.2% | +219.5% |
| All | +1,402.3% | +236.7% | +1,165.6% | +779.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling