+2,502.5%
LITE vs SIRI
-13.0%
+2,515.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.7% | +11.3% |
| 7D | +12.6% | +4.3% | +8.3% | +10.8% |
| 30D | +9.9% | -2.8% | +12.8% | +11.0% |
| 3M | +9.3% | +5.9% | +3.4% | +5.8% |
| 6M | +75.2% | +31.9% | +43.3% | +57.0% |
| YTD | +165.5% | +48.7% | +116.8% | +126.8% |
| 1Y | +555.0% | +23.2% | +531.8% | +495.1% |
| 3Y | +1,870.5% | -23.9% | +1,894.3% | +1,899.4% |
| 5Y | +1,009.8% | -43.4% | +1,053.2% | +1,054.8% |
| 10Y | +2,502.5% | -13.6% | +2,516.1% | +1,925.4% |
| All | +2,502.5% | -13.0% | +2,515.5% | +1,925.4% |
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