+2,852.8%
LITE vs XYZ
+663.2%
+2,189.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.1% |
| 7D | -35.9% | +12.1% | -48.1% | -38.5% |
| 30D | -51.5% | +12.4% | -63.9% | -53.5% |
| 3M | -35.7% | +8.2% | -43.9% | -38.0% |
| 6M | -43.0% | +20.7% | -63.6% | -47.5% |
| YTD | +46.1% | +31.3% | +14.8% | +28.6% |
| 1Y | +124.7% | +20.5% | +104.2% | +103.4% |
| 3Y | +1,172.1% | +72.6% | +1,099.4% | +900.4% |
| 5Y | +477.0% | -64.0% | +541.0% | +550.1% |
| 10Y | +1,465.7% | +601.8% | +863.9% | +624.8% |
| All | +2,852.8% | +663.2% | +2,189.6% | +1,161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling