+62.8%
META vs LITE
+893.2%
-830.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.2% |
| 7D | +6.7% | -1.5% | +8.2% | +6.9% |
| 30D | +4.8% | +6.7% | -1.9% | +2.4% |
| 3M | -1.6% | -6.8% | +5.1% | -2.7% |
| 6M | -7.5% | +29.4% | -36.9% | -18.5% |
| YTD | -6.4% | +139.1% | -145.5% | -31.8% |
| 1Y | -17.3% | +521.0% | -538.3% | -57.4% |
| 3Y | +109.9% | +1,535.3% | -1,425.4% | -32.2% |
| All | +62.8% | +893.2% | -830.4% | -22.5% |
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