+2,405.2%
LITE vs SNY
+64.3%
+2,340.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +10.4% | -3.6% | +14.1% | +11.4% |
| 30D | +14.0% | -1.9% | +16.0% | +14.4% |
| 3M | +9.7% | -2.0% | +11.6% | +9.3% |
| 6M | +39.2% | +2.5% | +36.7% | +36.2% |
| YTD | +153.9% | -7.0% | +160.8% | +155.9% |
| 1Y | +467.5% | -4.4% | +471.9% | +465.8% |
| 3Y | +1,784.2% | -8.4% | +1,792.6% | +1,732.3% |
| 5Y | +990.3% | +9.5% | +980.8% | +841.1% |
| All | +2,405.2% | +64.3% | +2,340.9% | +1,792.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling