+1,568.0%
LITE vs SIRI
-7.8%
+1,575.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.1% |
| 7D | +22.6% | -3.7% | +26.2% | +24.0% |
| 30D | -36.8% | +20.4% | -57.2% | -41.0% |
| 3M | -33.0% | +12.5% | -45.5% | -36.3% |
| 6M | -37.1% | +23.4% | -60.5% | -42.6% |
| YTD | +69.5% | +65.2% | +4.3% | +38.6% |
| 1Y | +146.1% | +52.4% | +93.7% | +107.5% |
| 3Y | +1,440.8% | -22.6% | +1,463.4% | +1,457.6% |
| 5Y | +580.4% | -41.7% | +622.1% | +610.6% |
| All | +1,568.0% | -7.8% | +1,575.7% | +1,293.1% |
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