+446.1%
LITE vs SE
-79.0%
+525.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.7% | -13.0% | -17.4% |
| 7D | -44.6% | -1.2% | -43.4% | -44.3% |
| 30D | -55.0% | -21.7% | -33.4% | -52.4% |
| 3M | -38.3% | -34.2% | -4.1% | -32.6% |
| 6M | -48.8% | -10.5% | -38.3% | -48.6% |
| YTD | +38.3% | -40.7% | +79.0% | +52.4% |
| 1Y | +119.0% | -52.1% | +171.1% | +154.5% |
| 3Y | +1,092.0% | +68.9% | +1,023.1% | +987.4% |
| 5Y | +446.1% | -78.9% | +524.9% | +469.5% |
| All | +446.1% | -79.0% | +525.1% | +469.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling