+1,316.5%
LITE vs SNAP
-77.7%
+1,394.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.8% | +3.9% | +9.3% |
| 7D | +3.4% | -9.8% | +13.2% | +5.9% |
| 30D | -34.9% | -18.2% | -16.7% | -32.2% |
| 3M | -21.0% | -3.1% | -17.9% | -21.1% |
| 6M | -38.5% | -7.1% | -31.3% | -38.3% |
| YTD | +75.8% | -33.8% | +109.7% | +85.6% |
| 1Y | +156.7% | -39.0% | +195.7% | +175.6% |
| 3Y | +1,498.6% | -52.8% | +1,551.4% | +1,609.0% |
| 5Y | +610.9% | -90.0% | +700.9% | +785.1% |
| All | +1,316.5% | -77.7% | +1,394.3% | +1,136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling