+1,077.2%
LITE vs SNAP
-79.3%
+1,156.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.2% | +6.2% |
| 7D | -35.9% | -7.1% | -28.8% | -34.9% |
| 30D | -51.5% | -14.6% | -36.9% | -50.0% |
| 3M | -35.7% | -5.0% | -30.8% | -35.6% |
| 6M | -43.0% | -18.8% | -24.1% | -41.5% |
| YTD | +46.1% | -38.5% | +84.7% | +56.3% |
| 1Y | +124.7% | -38.1% | +162.8% | +140.4% |
| 3Y | +1,172.1% | -53.8% | +1,225.8% | +1,265.3% |
| 5Y | +477.0% | -90.7% | +567.7% | +627.5% |
| All | +1,077.2% | -79.3% | +1,156.6% | +941.5% |
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