-29.6%
LITE vs SNDQ
-89.9%
+60.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.0% | -15.5% | -1.6% |
| 7D | +10.8% | -18.7% | +29.4% | +7.7% |
| 30D | -33.4% | +69.5% | -102.9% | -15.9% |
| 3M | -32.2% | +54.2% | -86.5% | -11.1% |
| 6M | -42.1% | -69.6% | +27.5% | -30.0% |
| All | -29.6% | -89.9% | +60.3% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling