+521.0%
LITE vs SE
-38.5%
+559.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.1% |
| 7D | -1.5% | -6.1% | +4.6% | -0.6% |
| 30D | +6.7% | -2.5% | +9.1% | +6.6% |
| 3M | -6.8% | +21.7% | -28.5% | -11.3% |
| 6M | +29.4% | +27.0% | +2.4% | +21.1% |
| YTD | +139.1% | -12.1% | +151.2% | +171.8% |
| 1Y | +521.0% | -40.9% | +561.9% | +766.7% |
| All | +521.0% | -38.5% | +559.5% | +766.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling