+901.5%
LITE vs ACI
-42.9%
+944.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | +6.7% | +5.9% | +0.7% | +7.3% |
| 3M | -6.8% | -19.8% | +13.0% | -7.4% |
| 6M | +29.4% | -24.7% | +54.2% | +28.1% |
| YTD | +139.1% | -24.4% | +163.5% | +136.5% |
| 1Y | +521.0% | -31.5% | +552.5% | +517.7% |
| 3Y | +1,535.3% | -38.7% | +1,574.0% | +1,523.2% |
| All | +901.5% | -42.9% | +944.5% | +876.8% |
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 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