+490.8%
LITE vs SIRI
-38.7%
+529.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.3% | +6.0% |
| 7D | -35.9% | +12.6% | -48.5% | -37.7% |
| 30D | -51.5% | +25.9% | -77.4% | -54.1% |
| 3M | -35.7% | +10.3% | -46.1% | -37.4% |
| 6M | -43.0% | +24.8% | -67.8% | -46.5% |
| YTD | +46.1% | +68.6% | -22.5% | +27.1% |
| 1Y | +124.7% | +55.9% | +68.8% | +99.4% |
| 3Y | +1,172.1% | -22.3% | +1,194.4% | +1,141.6% |
| All | +490.8% | -38.7% | +529.5% | +525.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling