+2,898.2%
LITE vs SM
-2.0%
+2,900.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.6% | -14.1% | -18.2% |
| 7D | -44.6% | -25.1% | -19.4% | -42.7% |
| 30D | -55.0% | -15.6% | -39.4% | -54.1% |
| 3M | -38.3% | +2.7% | -41.0% | -38.6% |
| 6M | -48.8% | -3.8% | -44.9% | -48.9% |
| YTD | +38.3% | +61.8% | -23.6% | +29.2% |
| 1Y | +119.0% | +71.4% | +47.6% | +103.2% |
| 3Y | +1,092.0% | -20.7% | +1,112.7% | +1,090.6% |
| 5Y | +446.1% | -11.5% | +457.6% | +428.1% |
| 10Y | +1,381.7% | +10.2% | +1,371.5% | +1,006.9% |
| All | +2,898.2% | -2.0% | +2,900.3% | +1,946.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling