+131.9%
LITE vs XYZ
+29.1%
+102.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.6% |
| 7D | -13.9% | +12.6% | -26.5% | -13.6% |
| 30D | -46.9% | +10.8% | -57.7% | -46.7% |
| 3M | -28.0% | +8.4% | -36.4% | -27.7% |
| 6M | -35.2% | +14.3% | -49.5% | -35.4% |
| YTD | +58.9% | +31.5% | +27.4% | +57.0% |
| All | +131.9% | +29.1% | +102.8% | +132.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling