-48.8%
LITE vs ACI
-16.3%
-32.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.6% | -15.0% | -20.9% |
| 7D | -44.6% | +3.5% | -48.1% | -42.9% |
| 30D | -55.0% | +16.8% | -71.8% | -50.4% |
| 3M | -38.3% | +13.1% | -51.4% | -32.8% |
| 6M | -48.8% | -15.6% | -33.1% | -48.9% |
| All | -48.8% | -16.3% | -32.5% | -48.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling