+901.5%
LITE vs SAP
+55.2%
+846.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -1.5% | -2.9% | +1.4% | -0.6% |
| 30D | +6.7% | +9.0% | -2.4% | +3.2% |
| 3M | -6.8% | +14.9% | -21.7% | -11.7% |
| 6M | +29.4% | +11.9% | +17.5% | +22.6% |
| YTD | +139.1% | -9.9% | +149.0% | +150.2% |
| 1Y | +521.0% | -19.5% | +540.5% | +594.0% |
| 3Y | +1,535.3% | +61.8% | +1,473.5% | +1,110.9% |
| All | +901.5% | +55.2% | +846.3% | +609.1% |
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