-26.2%
LITE vs SNDQ
-90.9%
+64.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.2% | -11.8% | -1.5% |
| 7D | +22.6% | -31.8% | +54.4% | +13.7% |
| 30D | -36.8% | +69.3% | -106.1% | -20.4% |
| 3M | -33.0% | +1.1% | -34.1% | -20.0% |
| 6M | -37.1% | -72.4% | +35.4% | -26.0% |
| All | -26.2% | -90.9% | +64.7% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 1y: compounded portfolio wealth divided by compounded SNDQ 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…
1y analysis · Full analysis span regression · 6 months rolling