+1,172.1%
LITE vs SN
+397.9%
+774.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +4.4% |
| 7D | -35.9% | +7.2% | -43.1% | -38.3% |
| 30D | -51.5% | +20.4% | -71.9% | -56.1% |
| 3M | -35.7% | +23.9% | -59.6% | -42.9% |
| 6M | -43.0% | +93.0% | -136.0% | -61.3% |
| YTD | +46.1% | +99.2% | -53.1% | -3.4% |
| 1Y | +124.7% | +142.6% | -17.9% | +32.2% |
| 3Y | +1,172.1% | +398.8% | +773.3% | +526.6% |
| All | +1,172.1% | +397.9% | +774.1% | +526.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling