+1,358.0%
LITE vs SIRI
-22.7%
+1,380.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | +10.8% | -1.7% | +12.5% | +11.3% |
| 30D | -33.4% | +21.1% | -54.6% | -37.3% |
| 3M | -32.2% | +14.7% | -47.0% | -35.4% |
| 6M | -42.1% | +22.9% | -65.0% | -46.8% |
| YTD | +61.9% | +65.7% | -3.9% | +33.3% |
| 1Y | +163.0% | +53.5% | +109.5% | +122.8% |
| 3Y | +1,358.0% | -23.0% | +1,381.0% | +1,442.6% |
| All | +1,358.0% | -22.7% | +1,380.7% | +1,442.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling