+446.1%
LITE vs ACM
+1.8%
+444.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.2% | -16.5% | -17.7% |
| 7D | -44.6% | +5.1% | -49.6% | -46.0% |
| 30D | -55.0% | +11.5% | -66.5% | -57.4% |
| 3M | -38.3% | -10.5% | -27.9% | -35.7% |
| 6M | -48.8% | -20.4% | -28.4% | -43.2% |
| YTD | +38.3% | -28.9% | +67.1% | +61.4% |
| 1Y | +119.0% | -48.7% | +167.7% | +221.8% |
| 3Y | +1,092.0% | -12.5% | +1,104.5% | +1,088.4% |
| 5Y | +446.1% | +0.5% | +445.5% | +393.5% |
| All | +446.1% | +1.8% | +444.3% | +393.5% |
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 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