+607.5%
LITE vs ACI
+29.9%
+577.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +5.4% |
| 7D | -35.9% | -2.2% | -33.7% | -36.0% |
| 30D | -51.5% | +10.3% | -61.8% | -51.1% |
| 3M | -35.7% | +7.2% | -42.9% | -35.3% |
| 6M | -43.0% | -18.0% | -25.0% | -42.6% |
| YTD | +46.1% | -22.0% | +68.1% | +46.8% |
| 1Y | +124.7% | -23.4% | +148.1% | +126.0% |
| 3Y | +1,172.1% | -35.8% | +1,207.9% | +1,189.3% |
| 5Y | +477.0% | -43.7% | +520.7% | +484.5% |
| All | +607.5% | +29.9% | +577.6% | +497.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling