+2,898.2%
LITE vs SO
+245.2%
+2,653.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.2% | -18.9% | -18.7% |
| 7D | -44.6% | +0.4% | -44.9% | -44.6% |
| 30D | -55.0% | +9.2% | -64.3% | -55.8% |
| 3M | -38.3% | +1.1% | -39.4% | -38.5% |
| 6M | -48.8% | -1.1% | -47.7% | -48.9% |
| YTD | +38.3% | +9.7% | +28.6% | +34.9% |
| 1Y | +119.0% | +5.5% | +113.5% | +115.2% |
| 3Y | +1,092.0% | +47.0% | +1,045.0% | +933.1% |
| 5Y | +446.1% | +77.6% | +368.5% | +335.1% |
| 10Y | +1,381.7% | +181.0% | +1,200.7% | +946.7% |
| All | +2,898.2% | +245.2% | +2,653.1% | +1,485.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling