-6.8%
LITE vs SNDQ
-78.3%
+71.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -23.8% | +27.8% | -1.7% |
| 7D | -1.5% | -30.8% | +29.3% | -8.8% |
| 30D | +6.7% | -51.7% | +58.4% | -6.0% |
| 3M | -6.8% | -78.0% | +71.3% | -11.7% |
| All | -6.8% | -78.3% | +71.6% | -11.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling