+513.9%
LITE vs SMR
-53.6%
+567.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -3.8% |
| 7D | +10.8% | -8.3% | +19.0% | +12.8% |
| 30D | -33.4% | -20.1% | -13.4% | -30.1% |
| 3M | -32.2% | -52.7% | +20.5% | -22.0% |
| 6M | -42.1% | -61.0% | +18.9% | -31.1% |
| YTD | +61.9% | -67.1% | +129.0% | +92.2% |
| 1Y | +163.0% | -79.9% | +242.9% | +238.3% |
| 3Y | +1,358.0% | +101.7% | +1,256.3% | +1,154.7% |
| All | +513.9% | -53.6% | +567.5% | +487.0% |
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