+1,103.8%
LITE vs SN
+384.9%
+718.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.0% | -17.7% | -18.2% |
| 7D | -44.6% | +3.8% | -48.4% | -45.8% |
| 30D | -55.0% | +17.5% | -72.6% | -58.8% |
| 3M | -38.3% | +19.2% | -57.5% | -44.2% |
| 6M | -48.8% | +84.9% | -133.7% | -64.4% |
| YTD | +38.3% | +94.0% | -55.8% | -7.5% |
| 1Y | +119.0% | +151.3% | -32.3% | +25.7% |
| All | +1,103.8% | +384.9% | +718.9% | +500.3% |
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