+1,475.1%
LITE vs SE
+589.8%
+885.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | -1.5% | -6.1% | +4.6% | -0.2% |
| 30D | +6.7% | -2.5% | +9.1% | +6.7% |
| 3M | -6.8% | +21.7% | -28.5% | -12.0% |
| 6M | +29.4% | +27.0% | +2.4% | +19.7% |
| YTD | +139.1% | -12.1% | +151.2% | +140.6% |
| 1Y | +521.0% | -40.9% | +561.9% | +587.4% |
| 3Y | +1,535.3% | +191.0% | +1,344.3% | +1,167.1% |
| 5Y | +889.8% | -68.3% | +958.1% | +1,012.0% |
| All | +1,475.1% | +589.8% | +885.3% | +729.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling