+1,405.4%
LITE vs SARO
-21.1%
+1,426.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +11.8% |
| 7D | +12.6% | +1.1% | +11.5% | +11.8% |
| 30D | +9.9% | -16.2% | +26.1% | +21.0% |
| 3M | +9.3% | -1.3% | +10.6% | +8.4% |
| 6M | +75.2% | -15.2% | +90.5% | +87.3% |
| YTD | +165.5% | -14.7% | +180.2% | +176.6% |
| 1Y | +555.0% | -9.1% | +564.0% | +548.2% |
| All | +1,405.4% | -21.1% | +1,426.5% | +1,431.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling