+683.1%
LITE vs ACI
+31.1%
+652.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.8% | +10.8% |
| 7D | -12.9% | -5.9% | -7.0% | -13.3% |
| 30D | -46.0% | +7.2% | -53.2% | -45.6% |
| 3M | -33.0% | +8.8% | -41.9% | -32.5% |
| 6M | -34.0% | -17.2% | -16.9% | -33.5% |
| YTD | +61.7% | -21.3% | +83.0% | +62.6% |
| 1Y | +148.3% | -23.7% | +172.0% | +150.2% |
| 3Y | +1,408.5% | -32.8% | +1,441.3% | +1,423.5% |
| 5Y | +546.2% | -41.4% | +587.6% | +552.2% |
| All | +683.1% | +31.1% | +652.0% | +561.8% |
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 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