+1,568.0%
LITE vs SBAC
+110.3%
+1,457.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.2% |
| 7D | +22.6% | -3.4% | +25.9% | +23.5% |
| 30D | -36.8% | +2.6% | -39.4% | -37.3% |
| 3M | -33.0% | +2.6% | -35.6% | -33.8% |
| 6M | -37.1% | -11.5% | -25.5% | -35.9% |
| YTD | +69.5% | -1.6% | +71.1% | +66.1% |
| 1Y | +146.1% | -5.1% | +151.2% | +144.2% |
| 3Y | +1,440.8% | -9.3% | +1,450.2% | +1,380.5% |
| 5Y | +580.4% | -41.0% | +621.4% | +662.9% |
| All | +1,568.0% | +110.3% | +1,457.7% | +1,192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling