+1,568.0%
LITE vs XYZ
+578.7%
+989.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -2.3% |
| 7D | +22.6% | -2.1% | +24.7% | +23.5% |
| 30D | -36.8% | +7.0% | -43.8% | -38.6% |
| 3M | -33.0% | +5.1% | -38.1% | -34.8% |
| 6M | -37.1% | +14.1% | -51.1% | -41.1% |
| YTD | +69.5% | +26.4% | +43.1% | +50.2% |
| 1Y | +146.1% | +25.1% | +121.0% | +119.0% |
| 3Y | +1,440.8% | +59.7% | +1,381.1% | +1,124.3% |
| 5Y | +580.4% | -63.8% | +644.3% | +676.5% |
| All | +1,568.0% | +578.7% | +989.2% | +605.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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