+490.8%
LITE vs ACM
-2.7%
+493.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.7% |
| 7D | -35.9% | +5.4% | -41.3% | -37.7% |
| 30D | -51.5% | +15.1% | -66.6% | -54.8% |
| 3M | -35.7% | -10.5% | -25.3% | -33.0% |
| 6M | -43.0% | -19.7% | -23.3% | -37.1% |
| YTD | +46.1% | -28.8% | +75.0% | +70.5% |
| 1Y | +124.7% | -47.9% | +172.6% | +226.4% |
| 3Y | +1,172.1% | -12.4% | +1,184.4% | +1,166.3% |
| All | +490.8% | -2.7% | +493.5% | +433.6% |
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