+446.1%
LITE vs ACN
-21.5%
+467.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.3% | -19.0% | -18.7% |
| 7D | -44.6% | +7.3% | -51.8% | -44.9% |
| 30D | -55.0% | +38.2% | -93.2% | -56.5% |
| 3M | -38.3% | +56.6% | -94.9% | -41.7% |
| 6M | -48.8% | +51.1% | -99.9% | -51.5% |
| YTD | +38.3% | +1.7% | +36.6% | +50.2% |
| 1Y | +119.0% | +10.1% | +108.9% | +125.4% |
| 3Y | +1,092.0% | -10.3% | +1,102.3% | +1,242.2% |
| 5Y | +446.1% | -21.4% | +467.5% | +537.5% |
| All | +446.1% | -21.5% | +467.6% | +537.5% |
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 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