+3,586.8%
LITE vs ACN
+214.0%
+3,372.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.8% | -11.7% | -9.0% |
| 7D | -31.4% | +8.6% | -40.0% | -33.4% |
| 30D | -42.6% | +36.6% | -79.2% | -48.8% |
| 3M | -26.2% | +56.3% | -82.5% | -38.5% |
| 6M | -35.8% | +49.7% | -85.5% | -47.7% |
| YTD | +70.0% | +1.3% | +68.7% | +63.5% |
| 1Y | +232.7% | +11.9% | +220.8% | +198.9% |
| 3Y | +1,365.7% | -10.6% | +1,376.4% | +1,369.4% |
| 5Y | +609.5% | -21.3% | +630.8% | +659.8% |
| 10Y | +1,721.9% | +166.2% | +1,555.7% | +881.8% |
| All | +3,586.8% | +214.0% | +3,372.8% | +1,889.4% |
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