+1,568.0%
LITE vs ACN
+147.7%
+1,420.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.2% |
| 7D | +22.6% | -5.7% | +28.3% | +24.6% |
| 30D | -36.8% | +17.0% | -53.8% | -40.9% |
| 3M | -33.0% | +39.9% | -72.9% | -42.5% |
| 6M | -37.1% | +50.2% | -87.2% | -49.8% |
| YTD | +69.5% | -4.2% | +73.6% | +65.7% |
| 1Y | +146.1% | +4.3% | +141.8% | +125.6% |
| 3Y | +1,440.8% | -17.1% | +1,457.9% | +1,491.8% |
| 5Y | +580.4% | -26.5% | +606.9% | +652.8% |
| All | +1,568.0% | +147.7% | +1,420.2% | +569.5% |
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