+163.0%
LITE vs SMR
-81.8%
+244.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -3.2% |
| 7D | +10.8% | -8.3% | +19.0% | +14.7% |
| 30D | -33.4% | -20.1% | -13.4% | -27.1% |
| 3M | -32.2% | -52.7% | +20.5% | -12.7% |
| 6M | -42.1% | -61.0% | +18.9% | -22.0% |
| YTD | +61.9% | -67.1% | +129.0% | +103.0% |
| 1Y | +163.0% | -79.9% | +242.9% | +344.6% |
| All | +163.0% | -81.8% | +244.8% | +344.6% |
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