+1,618.0%
LITE vs ACM
+132.3%
+1,485.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.5% | +8.1% |
| 7D | -12.9% | +6.9% | -19.8% | -15.5% |
| 30D | -46.0% | +19.1% | -65.0% | -50.6% |
| 3M | -33.0% | -6.9% | -26.1% | -32.0% |
| 6M | -34.0% | -12.0% | -22.0% | -32.0% |
| YTD | +61.7% | -25.1% | +86.9% | +80.1% |
| 1Y | +148.3% | -45.4% | +193.7% | +229.3% |
| 3Y | +1,408.5% | -6.9% | +1,415.4% | +1,392.1% |
| 5Y | +546.2% | +3.7% | +542.4% | +497.4% |
| All | +1,618.0% | +132.3% | +1,485.7% | +864.1% |
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