+1,014.1%
LITE vs SNAP
-78.8%
+1,092.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -14.0% | -4.7% | -16.0% |
| 7D | -44.6% | -10.4% | -34.2% | -43.3% |
| 30D | -55.0% | -11.9% | -43.1% | -53.9% |
| 3M | -38.3% | -4.5% | -33.8% | -38.3% |
| 6M | -48.8% | -16.7% | -32.1% | -47.7% |
| YTD | +38.3% | -36.9% | +75.2% | +47.2% |
| 1Y | +119.0% | -30.3% | +149.3% | +128.8% |
| 3Y | +1,092.0% | -52.5% | +1,144.5% | +1,173.2% |
| 5Y | +446.1% | -90.4% | +536.5% | +585.3% |
| All | +1,014.1% | -78.8% | +1,092.9% | +881.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling