+2,898.2%
LITE vs ACN
+215.1%
+2,683.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.3% | -19.0% | -18.8% |
| 7D | -44.6% | +7.3% | -51.8% | -45.9% |
| 30D | -55.0% | +38.2% | -93.2% | -60.1% |
| 3M | -38.3% | +56.6% | -94.9% | -48.6% |
| 6M | -48.8% | +51.1% | -99.9% | -58.5% |
| YTD | +38.3% | +1.7% | +36.6% | +32.8% |
| 1Y | +119.0% | +10.1% | +108.9% | +98.5% |
| 3Y | +1,092.0% | -10.3% | +1,102.3% | +1,093.5% |
| 5Y | +446.1% | -21.4% | +467.5% | +485.7% |
| 10Y | +1,381.7% | +167.1% | +1,214.5% | +697.4% |
| All | +2,898.2% | +215.1% | +2,683.2% | +1,515.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling