+5,083.9%
LITE vs SAN
+200.0%
+4,883.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | -1.5% | +1.8% | -3.3% | -2.3% |
| 30D | +6.7% | +2.0% | +4.7% | +5.8% |
| 3M | -6.8% | +19.7% | -26.5% | -13.3% |
| 6M | +29.4% | +30.6% | -1.2% | +16.1% |
| YTD | +139.1% | +28.8% | +110.2% | +114.4% |
| 1Y | +521.0% | +57.8% | +463.2% | +417.0% |
| 3Y | +1,535.3% | +338.1% | +1,197.2% | +825.4% |
| 5Y | +889.8% | +384.2% | +505.6% | +420.1% |
| 10Y | +2,400.7% | +353.1% | +2,047.6% | +1,201.8% |
| All | +5,083.9% | +200.0% | +4,883.9% | +2,273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling