+1,493.1%
LITE vs ACN
+148.3%
+1,344.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | +10.8% | -3.8% | +14.6% | +11.9% |
| 30D | -33.4% | +16.5% | -50.0% | -37.7% |
| 3M | -32.2% | +41.5% | -73.7% | -42.1% |
| 6M | -42.1% | +60.1% | -102.2% | -55.2% |
| YTD | +61.9% | -3.9% | +65.8% | +58.2% |
| 1Y | +163.0% | +4.1% | +158.9% | +141.7% |
| 3Y | +1,358.0% | -15.9% | +1,373.9% | +1,391.3% |
| 5Y | +549.9% | -26.3% | +576.2% | +618.6% |
| All | +1,493.1% | +148.3% | +1,344.9% | +539.0% |
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