+1,103.8%
LITE vs ACM
-12.3%
+1,116.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.2% | -16.5% | -17.9% |
| 7D | -44.6% | +5.1% | -49.6% | -45.6% |
| 30D | -55.0% | +11.5% | -66.5% | -56.9% |
| 3M | -38.3% | -10.5% | -27.9% | -35.5% |
| 6M | -48.8% | -20.4% | -28.4% | -42.7% |
| YTD | +38.3% | -28.9% | +67.1% | +62.1% |
| 1Y | +119.0% | -48.7% | +167.7% | +234.6% |
| All | +1,103.8% | -12.3% | +1,116.2% | +1,000.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling