+901.5%
LITE vs ACM
+5.0%
+896.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | -1.5% | -3.7% | +2.2% | +0.3% |
| 30D | +6.7% | -11.1% | +17.8% | +12.1% |
| 3M | -6.8% | -8.0% | +1.2% | -5.0% |
| 6M | +29.4% | -29.7% | +59.1% | +55.8% |
| YTD | +139.1% | -29.4% | +168.5% | +180.7% |
| 1Y | +521.0% | -46.4% | +567.4% | +778.1% |
| 3Y | +1,535.3% | -22.3% | +1,557.6% | +1,674.2% |
| All | +901.5% | +5.0% | +896.6% | +808.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling