+2,331.0%
LITE vs SO
+156.1%
+2,175.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.1% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | +6.7% | -4.6% | +11.2% | +7.5% |
| 3M | -6.8% | -3.0% | -3.7% | -6.7% |
| 6M | +29.4% | -8.3% | +37.7% | +30.8% |
| YTD | +139.1% | +3.5% | +135.6% | +136.0% |
| 1Y | +521.0% | -0.9% | +521.9% | +515.9% |
| 3Y | +1,535.3% | +45.4% | +1,489.9% | +1,314.2% |
| 5Y | +889.8% | +59.6% | +830.2% | +714.1% |
| All | +2,331.0% | +156.1% | +2,175.0% | +1,749.6% |
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