+2,331.0%
LITE vs SFM
+256.7%
+2,074.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.6% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | +6.7% | -4.4% | +11.0% | +7.2% |
| 3M | -6.8% | +1.5% | -8.3% | -7.2% |
| 6M | +29.4% | +6.5% | +23.0% | +26.9% |
| YTD | +139.1% | +2.2% | +136.9% | +134.4% |
| 1Y | +521.0% | -41.9% | +562.9% | +567.5% |
| 3Y | +1,535.3% | +106.8% | +1,428.5% | +1,353.3% |
| 5Y | +889.8% | +231.6% | +658.3% | +696.5% |
| All | +2,331.0% | +256.7% | +2,074.3% | +1,733.5% |
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