+156.7%
LITE vs SIRI
+54.0%
+102.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.6% | +10.7% |
| 7D | +3.4% | -2.6% | +6.0% | +3.3% |
| 30D | -34.9% | +22.2% | -57.1% | -35.0% |
| 3M | -21.0% | +14.1% | -35.1% | -20.7% |
| 6M | -38.5% | +22.5% | -61.0% | -41.7% |
| YTD | +75.8% | +67.9% | +7.9% | +38.3% |
| 1Y | +156.7% | +54.6% | +102.1% | +133.0% |
| All | +156.7% | +54.0% | +102.7% | +133.0% |
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 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