+232.7%
LITE vs SMR
-87.0%
+319.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.5% | -3.4% | -6.2% |
| 7D | -31.4% | -9.5% | -21.9% | -28.5% |
| 30D | -42.6% | -33.2% | -9.4% | -33.4% |
| 3M | -26.2% | -45.9% | +19.7% | -9.8% |
| 6M | -35.8% | -57.9% | +22.1% | -15.9% |
| YTD | +70.0% | -63.8% | +133.8% | +107.0% |
| 1Y | +232.7% | -85.6% | +318.3% | +655.3% |
| All | +232.7% | -87.0% | +319.8% | +655.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling