+146.1%
LITE vs SAN
+13.0%
+133.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.5% |
| 7D | +22.6% | +1.0% | +21.6% | +22.0% |
| 30D | -36.8% | -9.4% | -27.4% | -33.7% |
| 3M | -33.0% | -17.1% | -15.9% | -26.8% |
| 6M | -37.1% | +2.2% | -39.2% | -38.3% |
| YTD | +69.5% | +6.0% | +63.5% | +55.8% |
| 1Y | +146.1% | +12.7% | +133.4% | +117.2% |
| All | +146.1% | +13.0% | +133.1% | +117.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling