+490.8%
LITE vs SM
-11.5%
+502.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.4% |
| 7D | -35.9% | -25.9% | -10.0% | -31.3% |
| 30D | -51.5% | -15.1% | -36.4% | -49.6% |
| 3M | -35.7% | +4.9% | -40.6% | -36.8% |
| 6M | -43.0% | +6.1% | -49.1% | -44.7% |
| YTD | +46.1% | +63.4% | -17.3% | +24.8% |
| 1Y | +124.7% | +72.5% | +52.2% | +88.9% |
| 3Y | +1,172.1% | -16.9% | +1,189.0% | +1,129.1% |
| All | +490.8% | -11.5% | +502.4% | +460.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling