+946.6%
LITE vs SE
+372.6%
+574.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -13.9% | 0.0% | -13.9% | -13.7% |
| 30D | -46.9% | -19.4% | -27.6% | -44.2% |
| 3M | -28.0% | -33.1% | +5.1% | -21.4% |
| 6M | -35.2% | -11.4% | -23.8% | -34.6% |
| YTD | +58.9% | -39.8% | +98.7% | +74.4% |
| 1Y | +125.3% | -50.5% | +175.8% | +159.6% |
| 3Y | +1,344.4% | +68.9% | +1,275.6% | +1,166.4% |
| 5Y | +541.2% | -77.1% | +618.3% | +678.2% |
| All | +946.6% | +372.6% | +574.0% | +501.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling