+490.8%
LITE vs ACN
-23.1%
+514.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +5.8% |
| 7D | -35.9% | +0.9% | -36.8% | -36.0% |
| 30D | -51.5% | +33.5% | -85.1% | -53.0% |
| 3M | -35.7% | +53.5% | -89.2% | -39.2% |
| 6M | -43.0% | +52.2% | -95.2% | -46.4% |
| YTD | +46.1% | -0.1% | +46.2% | +58.8% |
| 1Y | +124.7% | +11.0% | +113.7% | +128.0% |
| 3Y | +1,172.1% | -11.8% | +1,183.8% | +1,332.4% |
| All | +490.8% | -23.1% | +514.0% | +591.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling