+490.8%
LITE vs SBAC
-40.3%
+531.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +5.8% |
| 7D | -35.9% | +1.2% | -37.1% | -36.0% |
| 30D | -51.5% | +11.2% | -62.7% | -52.1% |
| 3M | -35.7% | +4.5% | -40.2% | -36.1% |
| 6M | -43.0% | -12.2% | -30.8% | -42.0% |
| YTD | +46.1% | -0.1% | +46.2% | +44.5% |
| 1Y | +124.7% | -0.3% | +125.0% | +122.5% |
| 3Y | +1,172.1% | -8.7% | +1,180.8% | +1,137.5% |
| All | +490.8% | -40.3% | +531.2% | +556.0% |
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