+521.0%
LITE vs SARO
-7.4%
+528.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | +6.7% | -20.0% | +26.6% | +14.1% |
| 3M | -6.8% | -2.9% | -3.9% | -6.3% |
| 6M | +29.4% | -17.7% | +47.1% | +40.6% |
| YTD | +139.1% | -13.5% | +152.6% | +138.5% |
| 1Y | +521.0% | -9.7% | +530.7% | +469.0% |
| All | +521.0% | -7.4% | +528.4% | +469.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling