+1,402.3%
LITE vs SBAC
+93.8%
+1,308.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.1% |
| 7D | -35.9% | +1.2% | -37.1% | -36.1% |
| 30D | -51.5% | +11.2% | -62.7% | -52.9% |
| 3M | -35.7% | +4.5% | -40.2% | -36.7% |
| 6M | -43.0% | -12.2% | -30.8% | -41.7% |
| YTD | +46.1% | -0.1% | +46.2% | +42.7% |
| 1Y | +124.7% | -0.3% | +125.0% | +119.9% |
| 3Y | +1,172.1% | -8.7% | +1,180.8% | +1,122.7% |
| 5Y | +477.0% | -40.2% | +517.2% | +544.6% |
| All | +1,402.3% | +93.8% | +1,308.6% | +1,157.8% |
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