+124.7%
LITE vs ACI
-23.4%
+148.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +3.2% |
| 7D | -35.9% | -2.2% | -33.7% | -36.4% |
| 30D | -51.5% | +10.3% | -61.8% | -47.2% |
| 3M | -35.7% | +7.2% | -42.9% | -30.4% |
| 6M | -43.0% | -18.0% | -25.0% | -46.5% |
| YTD | +46.1% | -22.0% | +68.1% | +39.2% |
| 1Y | +124.7% | -23.4% | +148.1% | +112.1% |
| All | +124.7% | -23.4% | +148.1% | +112.1% |
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