+1,402.3%
LITE vs SRE
+108.6%
+1,293.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.7% | +6.5% |
| 7D | -35.9% | -9.2% | -26.8% | -33.1% |
| 30D | -51.5% | -1.9% | -49.6% | -51.0% |
| 3M | -35.7% | -6.5% | -29.2% | -33.9% |
| 6M | -43.0% | -15.2% | -27.7% | -39.0% |
| YTD | +46.1% | -9.5% | +55.6% | +51.9% |
| 1Y | +124.7% | -13.2% | +137.9% | +138.1% |
| 3Y | +1,172.1% | +19.5% | +1,152.6% | +1,066.1% |
| 5Y | +477.0% | +43.6% | +433.4% | +387.0% |
| All | +1,402.3% | +108.6% | +1,293.8% | +977.1% |
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