+446.1%
LITE vs SAN
+272.3%
+173.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.5% | -18.2% | -18.5% |
| 7D | -44.6% | +3.5% | -48.1% | -45.6% |
| 30D | -55.0% | -13.2% | -41.8% | -52.4% |
| 3M | -38.3% | -16.9% | -21.4% | -33.6% |
| 6M | -48.8% | +2.3% | -51.1% | -50.0% |
| YTD | +38.3% | +4.9% | +33.3% | +32.5% |
| 1Y | +119.0% | +20.4% | +98.6% | +97.9% |
| 3Y | +1,092.0% | +243.2% | +848.8% | +627.1% |
| 5Y | +446.1% | +275.3% | +170.8% | +213.1% |
| All | +446.1% | +272.3% | +173.7% | +213.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling