+1,402.3%
LITE vs SAP
+216.8%
+1,185.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.8% | +7.5% |
| 7D | -35.9% | -0.7% | -35.3% | -36.1% |
| 30D | -51.5% | +11.1% | -62.6% | -54.3% |
| 3M | -35.7% | +17.0% | -52.8% | -41.6% |
| 6M | -43.0% | +34.8% | -77.8% | -53.7% |
| YTD | +46.1% | -2.2% | +48.3% | +39.2% |
| 1Y | +124.7% | -6.4% | +131.2% | +121.1% |
| 3Y | +1,172.1% | +75.1% | +1,096.9% | +725.3% |
| 5Y | +477.0% | +69.8% | +407.2% | +274.2% |
| All | +1,402.3% | +216.8% | +1,185.5% | +449.4% |
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