+2,898.2%
LITE vs SNPS
+770.2%
+2,128.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.9% | -13.8% | -15.7% |
| 7D | -44.6% | -10.2% | -34.4% | -40.5% |
| 30D | -55.0% | -12.8% | -42.2% | -50.5% |
| 3M | -38.3% | +9.9% | -48.2% | -41.0% |
| 6M | -48.8% | -12.4% | -36.4% | -44.1% |
| YTD | +38.3% | -6.3% | +44.5% | +42.1% |
| 1Y | +119.0% | +7.6% | +111.4% | +108.2% |
| 3Y | +1,092.0% | -9.8% | +1,101.8% | +997.8% |
| 5Y | +446.1% | +29.2% | +416.9% | +274.4% |
| 10Y | +1,381.7% | +663.8% | +717.9% | +180.3% |
| All | +2,898.2% | +770.2% | +2,128.1% | +442.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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