+2,898.2%
LITE vs ACM
+121.8%
+2,776.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -57.5% |
| 3M | -38.3% | -10.5% | -27.9% | -36.4% |
| 6M | -48.8% | -20.4% | -28.4% | -44.6% |
| YTD | +38.3% | -28.9% | +67.1% | +56.3% |
| 1Y | +119.0% | -48.7% | +167.7% | +192.4% |
| 3Y | +1,092.0% | -12.5% | +1,104.5% | +1,119.0% |
| 5Y | +446.1% | +0.5% | +445.5% | +418.4% |
| 10Y | +1,381.7% | +161.2% | +1,220.5% | +774.1% |
| All | +2,898.2% | +121.8% | +2,776.4% | +1,561.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling