+1,499.9%
LITE vs SAN
+277.4%
+1,222.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | -13.9% | +10.8% | -24.7% | -17.8% |
| 30D | -46.9% | -5.7% | -41.2% | -45.8% |
| 3M | -28.0% | -13.4% | -14.6% | -24.1% |
| 6M | -35.2% | +3.5% | -38.8% | -37.0% |
| YTD | +58.9% | +9.7% | +49.1% | +49.8% |
| 1Y | +125.3% | +20.9% | +104.4% | +104.0% |
| 3Y | +1,344.4% | +254.3% | +1,090.1% | +736.8% |
| 5Y | +541.2% | +304.2% | +236.9% | +239.0% |
| All | +1,499.9% | +277.4% | +1,222.5% | +719.2% |
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