+5,083.9%
LITE vs SM
+20.5%
+5,063.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +6.7% | +26.3% | -19.7% | +3.8% |
| 3M | -6.8% | +8.7% | -15.4% | -8.0% |
| 6M | +29.4% | +51.7% | -22.2% | +22.1% |
| YTD | +139.1% | +99.0% | +40.0% | +118.5% |
| 1Y | +521.0% | +34.6% | +486.4% | +491.4% |
| 3Y | +1,535.3% | -7.8% | +1,543.0% | +1,504.1% |
| 5Y | +889.8% | +104.8% | +785.1% | +784.8% |
| 10Y | +2,400.7% | +7.2% | +2,393.5% | +1,727.8% |
| All | +5,083.9% | +20.5% | +5,063.4% | +3,361.0% |
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 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