+446.1%
LITE vs SFM
+118.6%
+327.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.1% | -13.5% | -18.6% |
| 7D | -44.6% | +7.5% | -52.1% | -44.6% |
| 30D | -55.0% | -20.8% | -34.2% | -54.6% |
| 3M | -38.3% | -39.4% | +1.1% | -36.8% |
| 6M | -48.8% | -34.5% | -14.3% | -48.1% |
| YTD | +38.3% | -35.2% | +73.5% | +39.5% |
| 1Y | +119.0% | -35.3% | +154.3% | +120.8% |
| 3Y | +1,092.0% | +23.9% | +1,068.1% | +1,082.5% |
| 5Y | +446.1% | +113.8% | +332.2% | +436.2% |
| All | +446.1% | +118.6% | +327.5% | +436.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling