+124.7%
LITE vs SRE
-12.9%
+137.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.7% | +7.0% |
| 7D | -35.9% | -9.2% | -26.8% | -31.9% |
| 30D | -51.5% | -1.9% | -49.6% | -50.5% |
| 3M | -35.7% | -6.5% | -29.2% | -32.8% |
| 6M | -43.0% | -15.2% | -27.7% | -37.0% |
| YTD | +46.1% | -9.5% | +55.6% | +56.7% |
| 1Y | +124.7% | -13.2% | +137.9% | +162.6% |
| All | +124.7% | -12.9% | +137.6% | +162.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling