+521.0%
LITE vs SMR
-76.3%
+597.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | -1.5% | +4.4% | -5.9% | -2.8% |
| 30D | +6.7% | +3.4% | +3.2% | +5.0% |
| 3M | -6.8% | -19.2% | +12.4% | -3.0% |
| 6M | +29.4% | -22.6% | +52.1% | +35.5% |
| YTD | +139.1% | -31.5% | +170.6% | +144.6% |
| 1Y | +521.0% | -73.1% | +594.1% | +662.9% |
| All | +521.0% | -76.3% | +597.3% | +662.9% |
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