+446.1%
LITE vs SUI
-25.7%
+471.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.7% | -19.4% | -18.8% |
| 7D | -44.6% | +8.8% | -53.3% | -45.2% |
| 30D | -55.0% | +8.9% | -64.0% | -55.8% |
| 3M | -38.3% | +2.0% | -40.3% | -38.6% |
| 6M | -48.8% | -0.6% | -48.1% | -49.0% |
| YTD | +38.3% | +1.3% | +36.9% | +35.9% |
| 1Y | +119.0% | +1.3% | +117.7% | +115.4% |
| 3Y | +1,092.0% | +16.3% | +1,075.7% | +980.5% |
| 5Y | +446.1% | -25.1% | +471.1% | +478.8% |
| All | +446.1% | -25.7% | +471.7% | +478.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling