+129.4%
LITE vs XYZ
+32.9%
+96.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +10.5% |
| 7D | -12.9% | +14.9% | -27.8% | -12.7% |
| 30D | -46.0% | +14.7% | -60.6% | -45.8% |
| 3M | -33.0% | +12.1% | -45.1% | -32.9% |
| 6M | -34.0% | +18.3% | -52.4% | -34.4% |
| YTD | +61.7% | +36.1% | +25.7% | +59.3% |
| All | +129.4% | +32.9% | +96.5% | +132.5% |
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