+928.6%
LITE vs SN
+659.6%
+269.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +4.6% |
| 7D | -35.9% | +7.2% | -43.1% | -37.8% |
| 30D | -51.5% | +20.4% | -71.9% | -55.3% |
| 3M | -35.7% | +23.9% | -59.6% | -41.6% |
| 6M | -43.0% | +93.0% | -136.0% | -58.1% |
| YTD | +46.1% | +99.2% | -53.1% | +5.3% |
| 1Y | +124.7% | +142.6% | -17.9% | +48.3% |
| 3Y | +1,172.1% | +398.8% | +773.3% | +675.7% |
| All | +928.6% | +659.6% | +269.1% | +529.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling