+163.0%
LITE vs SN
+141.7%
+21.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.1% |
| 7D | +10.8% | +1.5% | +9.2% | +10.5% |
| 30D | -33.4% | +21.5% | -54.9% | -36.3% |
| 3M | -32.2% | +20.0% | -52.3% | -34.8% |
| 6M | -42.1% | +119.9% | -162.0% | -55.3% |
| YTD | +61.9% | +102.3% | -40.4% | +25.7% |
| 1Y | +163.0% | +148.0% | +15.0% | +89.5% |
| All | +163.0% | +141.7% | +21.2% | +89.5% |
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