+232.7%
LITE vs SO
+3.3%
+229.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.7% | -7.2% | -8.3% |
| 7D | -31.4% | +1.7% | -33.2% | -30.6% |
| 30D | -42.6% | +11.1% | -53.7% | -39.2% |
| 3M | -26.2% | +0.7% | -26.9% | -25.7% |
| 6M | -35.8% | -1.4% | -34.4% | -35.9% |
| YTD | +70.0% | +9.4% | +60.6% | +79.4% |
| 1Y | +232.7% | +3.7% | +229.0% | +241.7% |
| All | +232.7% | +3.3% | +229.5% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling