+129.4%
LITE vs SIRI
+56.0%
+73.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.7% |
| 7D | -12.9% | +11.4% | -24.3% | -12.5% |
| 30D | -46.0% | +24.2% | -70.2% | -46.1% |
| 3M | -33.0% | +11.1% | -44.2% | -32.3% |
| 6M | -34.0% | +23.9% | -57.9% | -37.5% |
| YTD | +61.7% | +70.0% | -8.3% | +27.2% |
| All | +129.4% | +56.0% | +73.3% | +107.4% |
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 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