+454.2%
LITE vs SMR
-49.5%
+503.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +16.2% | -10.6% | +2.4% |
| 7D | -35.9% | -9.6% | -26.3% | -34.4% |
| 30D | -51.5% | -33.8% | -17.8% | -47.3% |
| 3M | -35.7% | -46.4% | +10.6% | -28.0% |
| 6M | -43.0% | -62.4% | +19.5% | -31.9% |
| YTD | +46.1% | -64.1% | +110.3% | +70.4% |
| 1Y | +124.7% | -84.3% | +209.1% | +199.0% |
| 3Y | +1,172.1% | +55.8% | +1,116.2% | +1,013.3% |
| All | +454.2% | -49.5% | +503.6% | +420.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling