+232.7%
LITE vs ACI
-18.4%
+251.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.5% | -11.4% | -5.2% |
| 7D | -31.4% | +4.5% | -35.9% | -28.2% |
| 30D | -42.6% | +20.9% | -63.4% | -33.3% |
| 3M | -26.2% | +15.2% | -41.5% | -15.8% |
| 6M | -35.8% | -13.3% | -22.5% | -37.0% |
| YTD | +70.0% | -16.2% | +86.2% | +72.9% |
| 1Y | +232.7% | -16.9% | +249.6% | +234.8% |
| All | +232.7% | -18.4% | +251.2% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling