+1,563.7%
LITE vs SM
-7.7%
+1,571.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +6.7% | +26.3% | -19.7% | -0.6% |
| 3M | -6.8% | +8.7% | -15.4% | -9.6% |
| 6M | +29.4% | +51.7% | -22.2% | +8.6% |
| YTD | +139.1% | +99.0% | +40.0% | +79.7% |
| 1Y | +521.0% | +34.6% | +486.4% | +441.4% |
| All | +1,563.7% | -7.7% | +1,571.4% | +1,343.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling