+129.4%
LITE vs SBAC
-0.1%
+129.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.7% |
| 7D | -12.9% | +3.0% | -15.9% | -12.6% |
| 30D | -46.0% | +4.3% | -50.3% | -45.7% |
| 3M | -33.0% | +4.1% | -37.2% | -32.9% |
| 6M | -34.0% | -11.6% | -22.4% | -32.1% |
| YTD | +61.7% | +0.4% | +61.4% | +65.5% |
| All | +129.4% | -0.1% | +129.5% | +144.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling