+862.6%
LITE vs SE
+366.0%
+496.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.6% |
| 7D | -35.9% | +2.0% | -37.9% | -36.2% |
| 30D | -51.5% | -20.0% | -31.5% | -48.9% |
| 3M | -35.7% | -31.8% | -4.0% | -30.2% |
| 6M | -43.0% | -15.9% | -27.1% | -41.7% |
| YTD | +46.1% | -40.6% | +86.8% | +60.8% |
| 1Y | +124.7% | -50.7% | +175.4% | +159.1% |
| 3Y | +1,172.1% | +70.3% | +1,101.8% | +1,013.4% |
| 5Y | +477.0% | -78.8% | +555.9% | +613.3% |
| All | +862.6% | +366.0% | +496.6% | +454.4% |
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