+1,583.1%
LITE vs SN
+490.7%
+1,092.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.4% |
| 7D | -1.5% | -9.3% | +7.8% | +2.5% |
| 30D | +6.7% | -4.8% | +11.4% | +8.7% |
| 3M | -6.8% | +40.4% | -47.2% | -20.7% |
| 6M | +29.4% | +50.9% | -21.5% | +6.0% |
| YTD | +139.1% | +54.9% | +84.1% | +92.2% |
| 1Y | +521.0% | +43.0% | +478.0% | +414.1% |
| 3Y | +1,535.3% | +391.8% | +1,143.5% | +1,021.8% |
| All | +1,583.1% | +490.7% | +1,092.4% | +1,049.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling