+163.0%
LITE vs SFM
-36.8%
+199.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.0% |
| 7D | +10.8% | +6.0% | +4.7% | +13.0% |
| 30D | -33.4% | -19.5% | -14.0% | -36.5% |
| 3M | -32.2% | -37.0% | +4.8% | -40.4% |
| 6M | -42.1% | -41.0% | -1.1% | -50.1% |
| YTD | +61.9% | -34.6% | +96.5% | +57.3% |
| 1Y | +163.0% | -36.3% | +199.2% | +157.8% |
| All | +163.0% | -36.8% | +199.8% | +157.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling