+1,493.1%
LITE vs ACM
+132.6%
+1,360.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.0% | -4.8% |
| 7D | +10.8% | +5.6% | +5.1% | +7.9% |
| 30D | -33.4% | +20.8% | -54.3% | -39.8% |
| 3M | -32.2% | +11.4% | -43.6% | -36.8% |
| 6M | -42.1% | +0.9% | -43.0% | -44.6% |
| YTD | +61.9% | -24.8% | +86.7% | +80.1% |
| 1Y | +163.0% | -46.4% | +209.4% | +255.1% |
| 3Y | +1,358.0% | -9.2% | +1,367.2% | +1,360.2% |
| 5Y | +549.9% | +5.0% | +544.9% | +494.7% |
| All | +1,493.1% | +132.6% | +1,360.5% | +791.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling