+129.4%
LITE vs ACN
+5.8%
+123.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.4% | +13.0% | +9.2% |
| 7D | -12.9% | -2.5% | -10.4% | -13.8% |
| 30D | -46.0% | +22.6% | -68.6% | -38.1% |
| 3M | -33.0% | +45.9% | -78.9% | -13.7% |
| 6M | -34.0% | +43.8% | -77.9% | -9.7% |
| YTD | +61.7% | -2.5% | +64.2% | +78.2% |
| All | +129.4% | +5.8% | +123.6% | +174.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling