+2,898.2%
LITE vs SAP
+295.1%
+2,603.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.5% | -20.1% | -19.3% |
| 7D | -44.6% | +4.0% | -48.6% | -45.7% |
| 30D | -55.0% | +15.7% | -70.7% | -58.2% |
| 3M | -38.3% | +23.4% | -61.7% | -45.0% |
| 6M | -48.8% | +41.3% | -90.0% | -58.8% |
| YTD | +38.3% | +2.0% | +36.3% | +29.7% |
| 1Y | +119.0% | -5.1% | +124.1% | +115.2% |
| 3Y | +1,092.0% | +82.1% | +1,009.9% | +684.2% |
| 5Y | +446.1% | +77.2% | +368.9% | +257.6% |
| 10Y | +1,381.7% | +233.6% | +1,148.0% | +564.8% |
| All | +2,898.2% | +295.1% | +2,603.2% | +1,164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling