+566.8%
LITE vs SMR
-48.0%
+614.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.6% |
| 7D | +3.4% | +1.9% | +1.5% | +3.3% |
| 30D | -34.9% | -21.9% | -13.0% | -31.3% |
| 3M | -21.0% | -47.1% | +26.1% | -11.2% |
| 6M | -38.5% | -60.6% | +22.2% | -27.2% |
| YTD | +75.8% | -63.1% | +138.9% | +104.0% |
| 1Y | +156.7% | -80.4% | +237.1% | +230.3% |
| 3Y | +1,498.6% | +150.2% | +1,348.3% | +1,226.7% |
| All | +566.8% | -48.0% | +614.8% | +523.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling