+593.6%
LITE vs ACI
-42.5%
+636.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.4% |
| 7D | +22.6% | -0.5% | +23.0% | +22.5% |
| 30D | -36.8% | +4.9% | -41.7% | -35.9% |
| 3M | -33.0% | +11.1% | -44.1% | -31.2% |
| 6M | -37.1% | -14.9% | -22.1% | -36.4% |
| YTD | +69.5% | -19.6% | +89.1% | +70.6% |
| 1Y | +146.1% | -22.7% | +168.8% | +148.2% |
| 3Y | +1,440.8% | -31.2% | +1,472.1% | +1,447.3% |
| All | +593.6% | -42.5% | +636.1% | +570.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling