+1,493.1%
LITE vs SNY
+76.4%
+1,416.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | +10.8% | +2.8% | +7.9% | +10.1% |
| 30D | -33.4% | +21.6% | -55.1% | -36.7% |
| 3M | -32.2% | +10.5% | -42.7% | -34.2% |
| 6M | -42.1% | +14.0% | -56.1% | -44.9% |
| YTD | +61.9% | +5.4% | +56.5% | +57.8% |
| 1Y | +163.0% | -2.5% | +165.4% | +162.5% |
| 3Y | +1,358.0% | +22.1% | +1,335.9% | +1,195.2% |
| 5Y | +549.9% | +18.0% | +531.9% | +456.6% |
| All | +1,493.1% | +76.4% | +1,416.7% | +947.5% |
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