+562.5%
LITE vs SBAC
-39.6%
+602.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.6% |
| 7D | +10.8% | +0.6% | +10.1% | +10.7% |
| 30D | -33.4% | +5.5% | -38.9% | -33.8% |
| 3M | -32.2% | +3.1% | -35.3% | -32.6% |
| 6M | -42.1% | -7.0% | -35.1% | -41.7% |
| YTD | +61.9% | +0.5% | +61.4% | +60.0% |
| 1Y | +163.0% | +0.2% | +162.8% | +160.0% |
| 3Y | +1,358.0% | -7.4% | +1,365.4% | +1,312.1% |
| All | +562.5% | -39.6% | +602.1% | +643.4% |
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