+1,938.3%
LITE vs SNY
-9.4%
+1,947.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.0% |
| 7D | +13.6% | -3.6% | +17.2% | +13.4% |
| 30D | +21.6% | -1.4% | +23.0% | +21.4% |
| 3M | +20.3% | -4.2% | +24.6% | +20.3% |
| 6M | +54.4% | +2.0% | +52.4% | +53.3% |
| YTD | +168.3% | -6.7% | +175.0% | +168.3% |
| 1Y | +551.8% | -4.7% | +556.5% | +549.9% |
| All | +1,938.3% | -9.4% | +1,947.7% | +1,912.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling