+5,083.9%
LITE vs SNY
+29.5%
+5,054.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | +6.7% | +3.4% | +3.2% | +5.6% |
| 3M | -6.8% | -0.3% | -6.4% | -7.5% |
| 6M | +29.4% | +1.0% | +28.4% | +27.7% |
| YTD | +139.1% | -3.6% | +142.7% | +139.0% |
| 1Y | +521.0% | +3.0% | +518.0% | +507.1% |
| 3Y | +1,535.3% | -4.3% | +1,539.6% | +1,476.0% |
| 5Y | +889.8% | +5.2% | +884.7% | +794.4% |
| 10Y | +2,400.7% | +70.2% | +2,330.5% | +1,769.2% |
| All | +5,083.9% | +29.5% | +5,054.4% | +3,561.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling