+901.5%
LITE vs SBAC
-43.7%
+945.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.1% |
| 7D | -1.5% | -0.8% | -0.7% | -1.5% |
| 30D | +6.7% | +6.9% | -0.3% | +5.8% |
| 3M | -6.8% | -8.2% | +1.5% | -5.8% |
| 6M | +29.4% | -1.6% | +31.1% | +28.7% |
| YTD | +139.1% | -0.1% | +139.2% | +136.8% |
| 1Y | +521.0% | -0.5% | +521.5% | +515.4% |
| 3Y | +1,535.3% | -9.1% | +1,544.4% | +1,494.4% |
| All | +901.5% | -43.7% | +945.2% | +1,009.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling