+2,259.5%
LITE vs SRE
+117.4%
+2,142.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.6% |
| 30D | +6.7% | -0.7% | +7.4% | +6.7% |
| 3M | -6.8% | -6.3% | -0.4% | -4.9% |
| 6M | +29.4% | -10.7% | +40.1% | +35.3% |
| YTD | +139.1% | -3.5% | +142.6% | +141.3% |
| 1Y | +521.0% | +5.3% | +515.7% | +504.4% |
| 3Y | +1,535.3% | +31.8% | +1,503.5% | +1,336.6% |
| 5Y | +889.8% | +47.4% | +842.5% | +723.7% |
| All | +2,259.5% | +117.4% | +2,142.0% | +1,549.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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