+1,563.7%
LITE vs SO
+45.7%
+1,518.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +3.6% |
| 7D | -1.5% | -0.2% | -1.4% | -1.6% |
| 30D | +6.7% | -4.6% | +11.2% | +3.7% |
| 3M | -6.8% | -3.0% | -3.7% | -8.0% |
| 6M | +29.4% | -8.3% | +37.7% | +23.8% |
| YTD | +139.1% | +3.5% | +135.6% | +145.7% |
| 1Y | +521.0% | -0.9% | +521.9% | +521.8% |
| All | +1,563.7% | +45.7% | +1,518.0% | +1,576.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling