+1,568.0%
LITE vs SAP
+236.1%
+1,331.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | -3.9% | +26.4% | +24.7% |
| 30D | -36.8% | +6.5% | -43.3% | -39.1% |
| 3M | -33.0% | +14.7% | -47.7% | -38.4% |
| 6M | -37.1% | +39.9% | -77.0% | -49.8% |
| YTD | +69.5% | -2.0% | +71.4% | +61.4% |
| 1Y | +146.1% | -6.0% | +152.1% | +141.8% |
| 3Y | +1,440.8% | +67.7% | +1,373.1% | +928.5% |
| 5Y | +580.4% | +78.8% | +501.7% | +326.5% |
| All | +1,568.0% | +236.1% | +1,331.9% | +454.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling