+1,587.5%
LITE vs SO
+188.2%
+1,399.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -13.9% | -0.1% | -13.8% | -13.9% |
| 30D | -46.9% | +8.7% | -55.6% | -47.7% |
| 3M | -28.0% | +3.4% | -31.4% | -28.5% |
| 6M | -35.2% | +3.7% | -38.9% | -35.9% |
| YTD | +58.9% | +10.0% | +48.8% | +55.1% |
| 1Y | +125.3% | +6.6% | +118.7% | +121.3% |
| 3Y | +1,344.4% | +52.5% | +1,291.9% | +1,140.8% |
| 5Y | +541.2% | +76.1% | +465.1% | +414.2% |
| 10Y | +1,587.5% | +194.9% | +1,392.6% | +1,158.1% |
| All | +1,587.5% | +188.2% | +1,399.3% | +1,158.1% |
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