+101.4%
META vs LITE
+1,375.1%
-1,273.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.9% | +9.3% | +2.3% |
| 7D | +2.9% | -31.4% | +34.3% | +7.0% |
| 30D | -15.1% | -42.6% | +27.5% | -10.2% |
| 3M | +7.2% | -26.2% | +33.5% | +9.3% |
| 6M | +3.4% | -35.8% | +39.2% | +5.6% |
| YTD | -4.3% | +70.0% | -74.4% | -19.2% |
| 1Y | +0.8% | +232.7% | -232.0% | -27.8% |
| All | +101.4% | +1,375.1% | -1,273.6% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 3y: compounded portfolio wealth divided by compounded LITE 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…
3y analysis · Full analysis span regression · 6 months rolling