+569.5%
LITE vs ACI
+34.5%
+535.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.6% | -15.0% | -19.0% |
| 7D | -44.6% | +3.5% | -48.1% | -44.3% |
| 30D | -55.0% | +16.8% | -71.8% | -54.5% |
| 3M | -38.3% | +13.1% | -51.4% | -37.7% |
| 6M | -48.8% | -15.6% | -33.1% | -48.3% |
| YTD | +38.3% | -19.2% | +57.5% | +39.3% |
| 1Y | +119.0% | -20.7% | +139.7% | +120.8% |
| 3Y | +1,092.0% | -33.4% | +1,125.4% | +1,111.1% |
| 5Y | +446.1% | -41.7% | +487.8% | +454.7% |
| All | +569.5% | +34.5% | +535.0% | +466.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling