+3,409.5%
LITE vs SNY
+41.5%
+3,368.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.6% |
| 3M | -32.2% | +10.5% | -42.7% | -34.1% |
| 6M | -42.1% | +14.0% | -56.1% | -44.8% |
| YTD | +61.9% | +5.4% | +56.5% | +57.9% |
| 1Y | +163.0% | -2.5% | +165.4% | +162.2% |
| 3Y | +1,358.0% | +22.1% | +1,335.9% | +1,207.8% |
| 5Y | +549.9% | +18.0% | +531.9% | +466.6% |
| 10Y | +1,530.1% | +77.7% | +1,452.5% | +1,099.4% |
| All | +3,409.5% | +41.5% | +3,368.0% | +2,318.8% |
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 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