+20.1%
LITE vs SKUU
-2.2%
+22.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SKUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.6% | +1.4% | +7.4% |
| 7D | +12.6% | +31.4% | -18.8% | +1.3% |
| 30D | +9.9% | +71.7% | -61.7% | -11.4% |
| All | +20.1% | -2.2% | +22.3% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SKUU.
Daily Out/Under-Performance
Portfolio return minus SKUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKUU 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 SKUU 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 · Available span rolling