+234.5%
LITE vs SOLS
+10.3%
+224.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +1.5% |
| 7D | -35.9% | -4.2% | -31.7% | -33.1% |
| 30D | -51.5% | -3.9% | -47.6% | -49.1% |
| 3M | -35.7% | -6.6% | -29.1% | -31.3% |
| 6M | -43.0% | -29.1% | -13.8% | -27.4% |
| YTD | +46.1% | +19.8% | +26.4% | +32.6% |
| 1Y | +124.7% | +29.2% | +95.5% | +91.2% |
| All | +234.5% | +10.3% | +224.2% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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