+1,493.1%
LITE vs SRE
+127.7%
+1,365.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.8% |
| 7D | +10.8% | +1.8% | +9.0% | +10.0% |
| 30D | -33.4% | -3.0% | -30.4% | -32.5% |
| 3M | -32.2% | -7.3% | -25.0% | -30.0% |
| 6M | -42.1% | -11.9% | -30.2% | -39.1% |
| YTD | +61.9% | -7.9% | +69.7% | +67.1% |
| 1Y | +163.0% | -11.1% | +174.1% | +176.1% |
| 3Y | +1,358.0% | +24.8% | +1,333.2% | +1,212.2% |
| 5Y | +549.9% | +52.4% | +497.5% | +435.0% |
| All | +1,493.1% | +127.7% | +1,365.4% | +984.4% |
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