+1,402.3%
LITE vs SFM
+138.2%
+1,264.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.8% | +10.5% | +6.1% |
| 7D | -35.9% | -1.2% | -34.7% | -36.0% |
| 30D | -51.5% | -24.8% | -26.8% | -50.5% |
| 3M | -35.7% | -43.7% | +8.0% | -32.2% |
| 6M | -43.0% | -37.3% | -5.7% | -41.1% |
| YTD | +46.1% | -38.4% | +84.5% | +49.8% |
| 1Y | +124.7% | -36.9% | +161.6% | +129.3% |
| 3Y | +1,172.1% | +20.7% | +1,151.4% | +1,080.0% |
| 5Y | +477.0% | +103.5% | +373.5% | +377.2% |
| All | +1,402.3% | +138.2% | +1,264.1% | +1,050.9% |
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