+1,493.1%
LITE vs SO
+197.2%
+1,295.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.7% |
| 7D | +10.8% | +1.4% | +9.4% | +10.6% |
| 30D | -33.4% | +4.7% | -38.1% | -34.0% |
| 3M | -32.2% | +1.7% | -33.9% | -32.5% |
| 6M | -42.1% | +2.2% | -44.2% | -42.6% |
| YTD | +61.9% | +10.0% | +51.9% | +58.1% |
| 1Y | +163.0% | +6.0% | +156.9% | +158.5% |
| 3Y | +1,358.0% | +54.1% | +1,303.9% | +1,147.4% |
| 5Y | +549.9% | +79.6% | +470.3% | +417.0% |
| All | +1,493.1% | +197.2% | +1,295.9% | +1,082.1% |
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