-26.8%
LITE vs SKDD
-47.8%
+21.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.8% | -13.3% | -0.8% |
| 7D | +10.8% | -11.6% | +22.4% | +7.9% |
| 30D | -33.4% | -2.7% | -30.7% | -26.0% |
| 3M | -32.2% | +1.3% | -33.5% | -17.8% |
| All | -26.8% | -47.8% | +21.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 SKDD 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 · Available span rolling