+79.1%
META vs LITE
+468.9%
-389.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -18.7% | +14.7% | -0.6% |
| 7D | -3.1% | -44.6% | +41.5% | +7.0% |
| 30D | -18.1% | -55.0% | +36.9% | -6.4% |
| 3M | +2.9% | -38.3% | +41.2% | +9.1% |
| 6M | +0.2% | -48.8% | +48.9% | +7.2% |
| YTD | -8.1% | +38.3% | -46.4% | -27.3% |
| 1Y | -4.5% | +119.0% | -123.5% | -35.8% |
| 3Y | +94.2% | +1,092.0% | -997.8% | -39.5% |
| 5Y | +79.1% | +446.1% | -367.0% | -2.4% |
| All | +79.1% | +468.9% | -389.8% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling