+5,083.9%
LITE vs SIRI
-5.4%
+5,089.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +4.9% |
| 7D | -1.5% | +1.6% | -3.1% | -2.2% |
| 30D | +6.7% | -4.7% | +11.4% | +8.4% |
| 3M | -6.8% | +5.3% | -12.0% | -9.3% |
| 6M | +29.4% | +30.5% | -1.1% | +16.7% |
| YTD | +139.1% | +49.6% | +89.5% | +104.3% |
| 1Y | +521.0% | +28.5% | +492.5% | +457.2% |
| 3Y | +1,535.3% | -27.5% | +1,562.7% | +1,588.7% |
| 5Y | +889.8% | -44.7% | +934.5% | +945.6% |
| 10Y | +2,400.7% | -12.6% | +2,413.4% | +2,107.9% |
| All | +5,083.9% | -5.4% | +5,089.2% | +4,479.4% |
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 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