+521.0%
LITE vs ACM
-45.8%
+566.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.0% |
| 7D | -1.5% | -3.7% | +2.2% | -1.6% |
| 30D | +6.7% | -11.1% | +17.8% | +9.0% |
| 3M | -6.8% | -8.0% | +1.2% | -4.7% |
| 6M | +29.4% | -29.7% | +59.1% | +41.5% |
| YTD | +139.1% | -29.4% | +168.5% | +158.0% |
| 1Y | +521.0% | -46.4% | +567.4% | +602.2% |
| All | +521.0% | -45.8% | +566.8% | +602.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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