+1,533.3%
LITE vs SIRI
0.0%
+1,533.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.4% |
| 7D | -12.9% | +11.4% | -24.3% | -16.2% |
| 30D | -46.0% | +24.2% | -70.2% | -50.1% |
| 3M | -33.0% | +11.1% | -44.2% | -36.0% |
| 6M | -34.0% | +23.9% | -57.9% | -39.9% |
| YTD | +61.7% | +70.0% | -8.3% | +31.0% |
| 1Y | +148.3% | +56.6% | +91.7% | +107.4% |
| 3Y | +1,408.5% | -21.4% | +1,429.9% | +1,417.4% |
| 5Y | +546.2% | -38.3% | +584.5% | +557.1% |
| 10Y | +1,533.3% | -3.5% | +1,536.8% | +1,202.0% |
| All | +1,533.3% | 0.0% | +1,533.3% | +1,202.0% |
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