+1,402.3%
LITE vs ACM
+155.0%
+1,247.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.7% |
| 7D | -35.9% | +5.4% | -41.3% | -37.8% |
| 30D | -51.5% | +15.1% | -66.6% | -55.0% |
| 3M | -35.7% | -10.5% | -25.3% | -33.6% |
| 6M | -43.0% | -19.7% | -23.3% | -38.4% |
| YTD | +46.1% | -28.8% | +75.0% | +66.2% |
| 1Y | +124.7% | -47.9% | +172.6% | +202.5% |
| 3Y | +1,172.1% | -12.4% | +1,184.4% | +1,196.7% |
| 5Y | +477.0% | +0.6% | +476.5% | +442.7% |
| All | +1,402.3% | +155.0% | +1,247.3% | +802.1% |
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