+3,586.8%
LITE vs ACWI
+224.1%
+3,362.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.5% | -10.4% |
| 7D | -31.4% | -0.5% | -31.0% | -31.0% |
| 30D | -42.6% | -1.6% | -41.0% | -40.8% |
| 3M | -26.2% | -1.3% | -24.9% | -24.1% |
| 6M | -35.8% | +5.8% | -41.6% | -39.6% |
| YTD | +70.0% | +12.7% | +57.3% | +47.5% |
| 1Y | +232.7% | +15.0% | +217.7% | +184.0% |
| 3Y | +1,365.7% | +77.5% | +1,288.2% | +661.2% |
| 5Y | +609.5% | +61.9% | +547.6% | +319.1% |
| 10Y | +1,721.9% | +236.1% | +1,485.8% | +445.4% |
| All | +3,586.8% | +224.1% | +3,362.7% | +905.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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