+1,172.1%
LITE vs ACN
-11.6%
+1,183.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +5.3% |
| 7D | -35.9% | +0.9% | -36.8% | -35.7% |
| 30D | -51.5% | +33.5% | -85.1% | -48.6% |
| 3M | -35.7% | +53.5% | -89.2% | -30.1% |
| 6M | -43.0% | +52.2% | -95.2% | -36.1% |
| YTD | +46.1% | -0.1% | +46.2% | +75.9% |
| 1Y | +124.7% | +11.0% | +113.7% | +156.0% |
| 3Y | +1,172.1% | -11.8% | +1,183.8% | +1,123.7% |
| All | +1,172.1% | -11.6% | +1,183.6% | +1,123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling