+901.5%
LITE vs SFM
+230.0%
+671.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.8% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | +6.7% | -4.4% | +11.0% | +7.0% |
| 3M | -6.8% | +1.5% | -8.3% | -7.0% |
| 6M | +29.4% | +6.5% | +23.0% | +27.6% |
| YTD | +139.1% | +2.2% | +136.9% | +136.2% |
| 1Y | +521.0% | -41.9% | +562.9% | +574.0% |
| 3Y | +1,535.3% | +106.8% | +1,428.5% | +1,481.0% |
| All | +901.5% | +230.0% | +671.6% | +822.1% |
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