+1,670.7%
LITE vs SM
+10.6%
+1,660.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.6% | +5.1% | +9.9% |
| 7D | +3.4% | +0.3% | +3.1% | +3.5% |
| 30D | -34.9% | -17.3% | -17.6% | -33.1% |
| 3M | -21.0% | -3.6% | -17.4% | -20.7% |
| 6M | -38.5% | +2.9% | -41.4% | -39.3% |
| YTD | +75.8% | +70.2% | +5.6% | +61.0% |
| 1Y | +156.7% | +66.5% | +90.2% | +135.7% |
| 3Y | +1,498.6% | -8.2% | +1,506.8% | +1,468.5% |
| 5Y | +610.9% | -1.5% | +612.4% | +573.5% |
| 10Y | +1,670.7% | +11.9% | +1,658.8% | +1,191.7% |
| All | +1,670.7% | +10.6% | +1,660.1% | +1,191.7% |
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