+1,038.6%
LITE vs SN
+681.9%
+356.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.7% | +9.5% |
| 7D | -12.9% | +7.6% | -20.5% | -15.4% |
| 30D | -46.0% | +24.1% | -70.0% | -50.7% |
| 3M | -33.0% | +23.7% | -56.7% | -39.0% |
| 6M | -34.0% | +105.5% | -139.6% | -52.8% |
| YTD | +61.7% | +105.1% | -43.4% | +15.3% |
| 1Y | +148.3% | +148.3% | 0.0% | +62.5% |
| 3Y | +1,408.5% | +438.7% | +969.8% | +809.6% |
| All | +1,038.6% | +681.9% | +356.7% | +589.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling