+546.2%
LITE vs SBAC
-40.7%
+586.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.6% |
| 7D | -12.9% | +3.0% | -15.9% | -13.2% |
| 30D | -46.0% | +4.3% | -50.3% | -46.2% |
| 3M | -33.0% | +4.1% | -37.2% | -33.4% |
| 6M | -34.0% | -11.6% | -22.4% | -33.0% |
| YTD | +61.7% | +0.4% | +61.4% | +59.9% |
| 1Y | +148.3% | -1.1% | +149.4% | +146.2% |
| 3Y | +1,408.5% | -7.3% | +1,415.8% | +1,360.2% |
| 5Y | +546.2% | -40.8% | +586.9% | +619.2% |
| All | +546.2% | -40.7% | +586.9% | +619.2% |
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