+1,670.7%
LITE vs SIRI
-4.5%
+1,675.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.6% | +10.7% |
| 7D | +3.4% | -2.6% | +6.0% | +4.3% |
| 30D | -34.9% | +22.2% | -57.1% | -39.5% |
| 3M | -21.0% | +14.1% | -35.1% | -25.2% |
| 6M | -38.5% | +22.5% | -61.0% | -43.7% |
| YTD | +75.8% | +67.9% | +7.9% | +43.0% |
| 1Y | +156.7% | +54.6% | +102.1% | +115.3% |
| 3Y | +1,498.6% | -21.3% | +1,519.9% | +1,507.4% |
| 5Y | +610.9% | -40.4% | +651.3% | +635.7% |
| 10Y | +1,670.7% | -6.2% | +1,676.9% | +1,338.3% |
| All | +1,670.7% | -4.5% | +1,675.2% | +1,338.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling