+1,039.5%
LITE vs SN
+671.3%
+368.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.6% |
| 7D | +10.8% | +1.5% | +9.2% | +10.2% |
| 30D | -33.4% | +21.5% | -54.9% | -38.7% |
| 3M | -32.2% | +20.0% | -52.3% | -37.5% |
| 6M | -42.1% | +119.9% | -162.0% | -59.7% |
| YTD | +61.9% | +102.3% | -40.4% | +16.0% |
| 1Y | +163.0% | +148.0% | +15.0% | +71.7% |
| 3Y | +1,358.0% | +450.0% | +908.0% | +783.2% |
| All | +1,039.5% | +671.3% | +368.2% | +593.7% |
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