+546.2%
LITE vs SAN
+294.6%
+251.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.1% | +4.6% | +8.0% |
| 7D | -12.9% | +8.7% | -21.6% | -16.1% |
| 30D | -46.0% | -6.5% | -39.5% | -44.6% |
| 3M | -33.0% | -14.2% | -18.8% | -28.9% |
| 6M | -34.0% | +2.7% | -36.8% | -35.6% |
| YTD | +61.7% | +8.9% | +52.9% | +52.6% |
| 1Y | +148.3% | +23.4% | +124.9% | +122.2% |
| 3Y | +1,408.5% | +257.9% | +1,150.6% | +804.6% |
| 5Y | +546.2% | +297.8% | +248.4% | +264.1% |
| All | +546.2% | +294.6% | +251.6% | +264.1% |
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