-43.4%
LITE vs SU
+5.3%
-48.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.9% | +12.6% | +11.1% |
| 7D | -12.9% | -10.6% | -2.3% | -10.8% |
| 30D | -46.0% | -6.6% | -39.3% | -43.7% |
| 3M | -33.0% | +12.9% | -46.0% | -31.8% |
| All | -43.4% | +5.3% | -48.7% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 6mo: compounded portfolio wealth divided by compounded SU 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…
6mo analysis · Full analysis span regression · 6 months rolling