+1,493.1%
LITE vs SM
+18.0%
+1,475.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | +10.8% | +9.4% | +1.4% | +9.4% |
| 30D | -33.4% | -14.4% | -19.1% | -32.0% |
| 3M | -32.2% | +1.6% | -33.8% | -32.5% |
| 6M | -42.1% | +6.3% | -48.4% | -43.1% |
| YTD | +61.9% | +78.8% | -16.9% | +47.2% |
| 1Y | +163.0% | +83.1% | +79.8% | +138.5% |
| 3Y | +1,358.0% | -5.9% | +1,363.9% | +1,324.6% |
| 5Y | +549.9% | +4.8% | +545.1% | +510.7% |
| All | +1,493.1% | +18.0% | +1,475.1% | +1,049.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling