+502.5%
LITE vs SMR
-48.1%
+550.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | -1.0% |
| 7D | -13.9% | -2.8% | -11.1% | -13.1% |
| 30D | -46.9% | -27.5% | -19.4% | -43.2% |
| 3M | -28.0% | -43.1% | +15.1% | -20.2% |
| 6M | -35.2% | -58.4% | +23.2% | -23.9% |
| YTD | +58.9% | -63.2% | +122.0% | +84.3% |
| 1Y | +125.3% | -81.6% | +207.0% | +192.8% |
| 3Y | +1,344.4% | +149.8% | +1,194.7% | +1,099.2% |
| All | +502.5% | -48.1% | +550.6% | +463.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling