+1,402.3%
LITE vs SO
+177.2%
+1,225.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.7% | +5.8% |
| 7D | -35.9% | -1.5% | -34.5% | -35.8% |
| 30D | -51.5% | +8.1% | -59.6% | -52.2% |
| 3M | -35.7% | +0.2% | -36.0% | -35.9% |
| 6M | -43.0% | +0.4% | -43.4% | -43.3% |
| YTD | +46.1% | +8.5% | +37.6% | +42.9% |
| 1Y | +124.7% | +4.9% | +119.8% | +121.1% |
| 3Y | +1,172.1% | +47.9% | +1,124.2% | +999.7% |
| 5Y | +477.0% | +75.7% | +401.3% | +360.7% |
| All | +1,402.3% | +177.2% | +1,225.2% | +1,039.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling