+521.0%
LITE vs SM
+36.8%
+484.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +4.1% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | +6.7% | +25.6% | -18.9% | +6.4% |
| 3M | -6.8% | +8.0% | -14.8% | -5.3% |
| 6M | +29.4% | +50.8% | -21.3% | +25.0% |
| YTD | +139.1% | +97.9% | +41.2% | +121.5% |
| 1Y | +521.0% | +33.8% | +487.2% | +517.5% |
| All | +521.0% | +36.8% | +484.2% | +517.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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 · 6 months rolling