+232.7%
LITE vs SN
+156.5%
+76.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.1% | -12.0% | -8.8% |
| 7D | -31.4% | +10.6% | -42.1% | -33.4% |
| 30D | -42.6% | +20.0% | -62.6% | -45.6% |
| 3M | -26.2% | +30.4% | -56.6% | -32.0% |
| 6M | -35.8% | +91.0% | -126.8% | -49.9% |
| YTD | +70.0% | +95.9% | -25.9% | +25.4% |
| 1Y | +232.7% | +158.9% | +73.9% | +104.0% |
| All | +232.7% | +156.5% | +76.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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