+1,568.0%
LITE vs ACM
+131.3%
+1,436.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +22.6% | +5.1% | +17.5% | +19.7% |
| 30D | -36.8% | +18.7% | -55.4% | -42.2% |
| 3M | -33.0% | +15.5% | -48.5% | -38.9% |
| 6M | -37.1% | +1.2% | -38.3% | -39.9% |
| YTD | +69.5% | -25.2% | +94.7% | +89.1% |
| 1Y | +146.1% | -46.3% | +192.4% | +231.4% |
| 3Y | +1,440.8% | -9.6% | +1,450.4% | +1,446.0% |
| 5Y | +580.4% | +4.4% | +576.0% | +524.5% |
| All | +1,568.0% | +131.3% | +1,436.6% | +836.0% |
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