+125.3%
LITE vs SE
-49.7%
+175.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -13.9% | 0.0% | -13.9% | -13.6% |
| 30D | -46.9% | -19.4% | -27.6% | -45.2% |
| 3M | -28.0% | -33.1% | +5.1% | -24.2% |
| 6M | -35.2% | -11.4% | -23.8% | -35.5% |
| YTD | +58.9% | -39.8% | +98.7% | +95.7% |
| 1Y | +125.3% | -50.5% | +175.8% | +248.0% |
| All | +125.3% | -49.7% | +175.1% | +248.0% |
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