+897.0%
LITE vs SARO
-7.3%
+904.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.8% | +10.2% |
| 7D | +3.4% | +11.8% | -8.4% | -1.6% |
| 30D | -34.9% | +44.3% | -79.2% | -46.4% |
| 3M | -21.0% | +1.9% | -22.9% | -21.5% |
| 6M | -38.5% | +7.2% | -45.7% | -42.3% |
| YTD | +75.8% | +0.2% | +75.6% | +68.9% |
| 1Y | +156.7% | +5.4% | +151.3% | +136.9% |
| All | +897.0% | -7.3% | +904.3% | +835.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling