+446.1%
LITE vs SBAC
-39.7%
+485.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.2% | -17.4% | -18.6% |
| 7D | -44.6% | +4.4% | -49.0% | -44.8% |
| 30D | -55.0% | +13.8% | -68.8% | -55.7% |
| 3M | -38.3% | +9.0% | -47.3% | -39.0% |
| 6M | -48.8% | -10.0% | -38.7% | -48.1% |
| YTD | +38.3% | +1.8% | +36.5% | +36.5% |
| 1Y | +119.0% | +1.1% | +117.9% | +116.6% |
| 3Y | +1,092.0% | -9.5% | +1,101.5% | +1,070.4% |
| 5Y | +446.1% | -39.0% | +485.1% | +503.5% |
| All | +446.1% | -39.7% | +485.8% | +503.5% |
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