+1,204.1%
LITE vs SNAP
-78.1%
+1,282.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.6% |
| 7D | +10.8% | +6.0% | +4.7% | +9.6% |
| 30D | -33.4% | -13.8% | -19.7% | -31.4% |
| 3M | -32.2% | -0.8% | -31.5% | -32.5% |
| 6M | -42.1% | -6.2% | -35.9% | -42.1% |
| YTD | +61.9% | -34.8% | +96.7% | +71.4% |
| 1Y | +163.0% | -38.7% | +201.7% | +181.9% |
| 3Y | +1,358.0% | -53.5% | +1,411.5% | +1,462.9% |
| 5Y | +549.9% | -90.2% | +640.1% | +712.7% |
| All | +1,204.1% | -78.1% | +1,282.2% | +1,041.8% |
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