+124.7%
LITE vs SE
-52.2%
+176.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.6% |
| 7D | -35.9% | +2.0% | -37.9% | -36.0% |
| 30D | -51.5% | -20.0% | -31.5% | -49.8% |
| 3M | -35.7% | -31.8% | -4.0% | -32.3% |
| 6M | -43.0% | -15.9% | -27.1% | -42.4% |
| YTD | +46.1% | -40.6% | +86.8% | +81.8% |
| 1Y | +124.7% | -50.7% | +175.4% | +251.4% |
| All | +124.7% | -52.2% | +176.9% | +251.4% |
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 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