+1,618.0%
LITE vs SFM
+142.0%
+1,476.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.7% | +10.6% |
| 7D | -12.9% | -10.2% | -2.7% | -12.0% |
| 30D | -46.0% | -23.9% | -22.1% | -44.8% |
| 3M | -33.0% | -42.3% | +9.2% | -29.5% |
| 6M | -34.0% | -40.1% | +6.1% | -31.3% |
| YTD | +61.7% | -37.8% | +99.5% | +65.7% |
| 1Y | +148.3% | -37.1% | +185.4% | +153.8% |
| 3Y | +1,408.5% | +21.5% | +1,387.0% | +1,297.0% |
| 5Y | +546.2% | +103.8% | +442.4% | +433.1% |
| All | +1,618.0% | +142.0% | +1,476.1% | +1,240.1% |
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