+232.7%
LITE vs SIRI
+59.9%
+172.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +8.4% | -16.3% | -7.7% |
| 7D | -31.4% | +22.3% | -53.7% | -32.0% |
| 30D | -42.6% | +26.9% | -69.5% | -43.4% |
| 3M | -26.2% | +9.6% | -35.8% | -25.5% |
| 6M | -35.8% | +27.2% | -63.0% | -40.4% |
| YTD | +70.0% | +72.4% | -2.4% | +24.3% |
| 1Y | +232.7% | +59.9% | +172.8% | +184.3% |
| All | +232.7% | +59.9% | +172.9% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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