+490.8%
LITE vs SO
+75.0%
+415.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.7% | +5.4% |
| 7D | -35.9% | -1.5% | -34.5% | -36.1% |
| 30D | -51.5% | +8.1% | -59.6% | -50.4% |
| 3M | -35.7% | +0.2% | -36.0% | -35.5% |
| 6M | -43.0% | +0.4% | -43.4% | -42.7% |
| YTD | +46.1% | +8.5% | +37.6% | +49.3% |
| 1Y | +124.7% | +4.9% | +119.8% | +128.1% |
| 3Y | +1,172.1% | +47.9% | +1,124.2% | +1,145.7% |
| All | +490.8% | +75.0% | +415.8% | +459.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling