+1,402.3%
LITE vs ACN
+160.5%
+1,241.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +6.2% |
| 7D | -35.9% | +0.9% | -36.8% | -36.3% |
| 30D | -51.5% | +33.5% | -85.1% | -56.7% |
| 3M | -35.7% | +53.5% | -89.2% | -46.5% |
| 6M | -43.0% | +52.2% | -95.2% | -54.5% |
| YTD | +46.1% | -0.1% | +46.2% | +41.4% |
| 1Y | +124.7% | +11.0% | +113.7% | +101.0% |
| 3Y | +1,172.1% | -11.8% | +1,183.8% | +1,181.9% |
| 5Y | +477.0% | -22.8% | +499.8% | +527.8% |
| All | +1,402.3% | +160.5% | +1,241.9% | +551.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 10y: compounded portfolio wealth divided by compounded ACN 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…
10y analysis · Full analysis span regression · 6 months rolling