+1,493.1%
LITE vs SFM
+140.2%
+1,352.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.6% |
| 7D | +10.8% | +6.0% | +4.7% | +10.2% |
| 30D | -33.4% | -19.5% | -14.0% | -32.4% |
| 3M | -32.2% | -37.0% | +4.8% | -29.4% |
| 6M | -42.1% | -41.0% | -1.1% | -39.4% |
| YTD | +61.9% | -34.6% | +96.5% | +65.1% |
| 1Y | +163.0% | -36.3% | +199.2% | +169.3% |
| 3Y | +1,358.0% | +24.5% | +1,333.5% | +1,251.3% |
| 5Y | +549.9% | +115.9% | +434.0% | +434.5% |
| All | +1,493.1% | +140.2% | +1,352.9% | +1,157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling