+1,587.5%
LITE vs SAP
+222.2%
+1,365.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.1% |
| 7D | -13.9% | +1.5% | -15.4% | -14.9% |
| 30D | -46.9% | +8.8% | -55.8% | -49.4% |
| 3M | -28.0% | +12.1% | -40.1% | -33.1% |
| 6M | -35.2% | +34.6% | -69.8% | -47.2% |
| YTD | +58.9% | -2.1% | +61.0% | +51.4% |
| 1Y | +125.3% | -5.5% | +130.9% | +120.5% |
| 3Y | +1,344.4% | +67.4% | +1,277.0% | +866.6% |
| 5Y | +541.2% | +74.6% | +466.6% | +309.0% |
| 10Y | +1,587.5% | +224.0% | +1,363.5% | +526.8% |
| All | +1,587.5% | +222.2% | +1,365.3% | +526.8% |
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