+1,826.2%
LITE vs SNAP
-77.2%
+1,903.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +4.8% |
| 7D | -1.5% | +0.7% | -2.3% | -1.7% |
| 30D | +6.7% | +2.6% | +4.0% | +5.5% |
| 3M | -6.8% | -9.9% | +3.1% | -5.8% |
| 6M | +29.4% | +1.9% | +27.6% | +26.7% |
| YTD | +139.1% | -32.2% | +171.3% | +151.5% |
| 1Y | +521.0% | -22.8% | +543.8% | +535.9% |
| 3Y | +1,535.3% | -47.6% | +1,582.9% | +1,614.9% |
| 5Y | +889.8% | -92.7% | +982.6% | +1,190.8% |
| All | +1,826.2% | -77.2% | +1,903.4% | +1,576.2% |
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