+562.5%
LITE vs SAN
+294.0%
+268.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.1% | -4.8% |
| 7D | +10.8% | +4.0% | +6.8% | +9.0% |
| 30D | -33.4% | -7.8% | -25.6% | -31.4% |
| 3M | -32.2% | -16.4% | -15.9% | -27.3% |
| 6M | -42.1% | +3.5% | -45.6% | -43.7% |
| YTD | +61.9% | +6.7% | +55.2% | +54.0% |
| 1Y | +163.0% | +14.5% | +148.5% | +142.9% |
| 3Y | +1,358.0% | +243.5% | +1,114.5% | +787.8% |
| All | +562.5% | +294.0% | +268.4% | +280.6% |
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 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