+1,172.1%
LITE vs SAP
+75.3%
+1,096.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.8% | +6.0% |
| 7D | -35.9% | -0.7% | -35.3% | -36.0% |
| 30D | -51.5% | +11.1% | -62.6% | -52.2% |
| 3M | -35.7% | +17.0% | -52.8% | -37.4% |
| 6M | -43.0% | +34.8% | -77.8% | -46.1% |
| YTD | +46.1% | -2.2% | +48.3% | +59.1% |
| 1Y | +124.7% | -6.4% | +131.2% | +153.0% |
| 3Y | +1,172.1% | +75.1% | +1,096.9% | +705.3% |
| All | +1,172.1% | +75.3% | +1,096.8% | +705.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling