+446.1%
LITE vs SAP
+77.5%
+368.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.5% | -20.1% | -19.1% |
| 7D | -44.6% | +4.0% | -48.6% | -45.3% |
| 30D | -55.0% | +15.7% | -70.7% | -57.0% |
| 3M | -38.3% | +23.4% | -61.7% | -42.8% |
| 6M | -48.8% | +41.3% | -90.0% | -55.7% |
| YTD | +38.3% | +2.0% | +36.3% | +39.0% |
| 1Y | +119.0% | -5.1% | +124.1% | +131.0% |
| 3Y | +1,092.0% | +82.1% | +1,009.9% | +739.3% |
| 5Y | +446.1% | +77.2% | +368.9% | +269.8% |
| All | +446.1% | +77.5% | +368.6% | +269.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling