+901.5%
LITE vs XYZ
-69.4%
+970.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | -1.5% | -1.0% | -0.6% | -1.3% |
| 30D | +6.7% | -1.7% | +8.4% | +6.8% |
| 3M | -6.8% | +16.7% | -23.5% | -11.6% |
| 6M | +29.4% | +26.9% | +2.6% | +18.9% |
| YTD | +139.1% | +27.1% | +111.9% | +116.2% |
| 1Y | +521.0% | +9.3% | +511.7% | +487.1% |
| 3Y | +1,535.3% | +42.3% | +1,493.0% | +1,294.8% |
| All | +901.5% | -69.4% | +970.9% | +869.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling