+146.1%
LITE vs ACN
+5.4%
+140.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -4.5% |
| 7D | +22.6% | -5.7% | +28.3% | +18.5% |
| 30D | -36.8% | +17.0% | -53.8% | -29.6% |
| 3M | -33.0% | +39.9% | -72.9% | -15.8% |
| 6M | -37.1% | +50.2% | -87.2% | -11.7% |
| YTD | +69.5% | -4.2% | +73.6% | +84.6% |
| 1Y | +146.1% | +4.3% | +141.8% | +190.8% |
| All | +146.1% | +5.4% | +140.7% | +190.8% |
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