+3,068.2%
LITE vs SIRI
+6.6%
+3,061.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.3% | +6.2% |
| 7D | -35.9% | +12.6% | -48.5% | -38.7% |
| 30D | -51.5% | +25.9% | -77.4% | -55.4% |
| 3M | -35.7% | +10.3% | -46.1% | -38.4% |
| 6M | -43.0% | +24.8% | -67.8% | -48.1% |
| YTD | +46.1% | +68.6% | -22.5% | +18.8% |
| 1Y | +124.7% | +55.9% | +68.8% | +88.2% |
| 3Y | +1,172.1% | -22.3% | +1,194.4% | +1,183.9% |
| 5Y | +477.0% | -38.6% | +515.6% | +486.4% |
| 10Y | +1,465.7% | -0.6% | +1,466.3% | +1,212.1% |
| All | +3,068.2% | +6.6% | +3,061.6% | +2,563.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling