+1,587.5%
LITE vs SFM
+138.5%
+1,449.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.6% |
| 7D | -13.9% | -6.9% | -7.0% | -13.3% |
| 30D | -46.9% | -25.0% | -22.0% | -45.7% |
| 3M | -28.0% | -42.7% | +14.7% | -24.2% |
| 6M | -35.2% | -41.0% | +5.8% | -32.4% |
| YTD | +58.9% | -38.7% | +97.5% | +63.0% |
| 1Y | +125.3% | -38.1% | +163.4% | +130.7% |
| 3Y | +1,344.4% | +19.3% | +1,325.1% | +1,240.3% |
| 5Y | +541.2% | +103.1% | +438.0% | +428.5% |
| 10Y | +1,587.5% | +131.1% | +1,456.5% | +1,218.0% |
| All | +1,587.5% | +138.5% | +1,449.0% | +1,218.0% |
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