+2,898.2%
LITE vs SFM
+110.8%
+2,787.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.1% | -13.5% | -18.3% |
| 7D | -44.6% | +7.5% | -52.1% | -45.0% |
| 30D | -55.0% | -20.8% | -34.2% | -54.4% |
| 3M | -38.3% | -39.4% | +1.1% | -35.9% |
| 6M | -48.8% | -34.5% | -14.3% | -47.5% |
| YTD | +38.3% | -35.2% | +73.5% | +40.7% |
| 1Y | +119.0% | -35.3% | +154.3% | +122.8% |
| 3Y | +1,092.0% | +23.9% | +1,068.1% | +1,030.0% |
| 5Y | +446.1% | +113.8% | +332.2% | +374.3% |
| 10Y | +1,381.7% | +152.0% | +1,229.7% | +1,145.1% |
| All | +2,898.2% | +110.8% | +2,787.5% | +2,328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling