+124.7%
LITE vs SFM
-38.0%
+162.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.8% | +10.5% | +3.9% |
| 7D | -35.9% | -1.2% | -34.7% | -35.3% |
| 30D | -51.5% | -24.8% | -26.8% | -54.7% |
| 3M | -35.7% | -43.7% | +8.0% | -45.4% |
| 6M | -43.0% | -37.3% | -5.7% | -48.3% |
| YTD | +46.1% | -38.4% | +84.5% | +39.1% |
| 1Y | +124.7% | -36.9% | +161.6% | +111.0% |
| All | +124.7% | -38.0% | +162.7% | +111.0% |
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 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