+1,103.8%
LITE vs SE
+64.7%
+1,039.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.7% | -13.0% | -16.8% |
| 7D | -44.6% | -1.2% | -43.4% | -44.2% |
| 30D | -55.0% | -21.7% | -33.4% | -51.3% |
| 3M | -38.3% | -34.2% | -4.1% | -30.1% |
| 6M | -48.8% | -10.5% | -38.3% | -49.1% |
| YTD | +38.3% | -40.7% | +79.0% | +61.2% |
| 1Y | +119.0% | -52.1% | +171.1% | +180.6% |
| All | +1,103.8% | +64.7% | +1,039.1% | +1,082.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling