+521.0%
LITE vs ADI
+50.9%
+470.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +2.2% |
| 7D | -1.5% | +0.4% | -2.0% | -1.9% |
| 30D | +6.7% | -3.8% | +10.5% | +12.3% |
| 3M | -6.8% | -15.3% | +8.5% | +12.1% |
| 6M | +29.4% | +6.7% | +22.8% | +18.5% |
| YTD | +139.1% | +34.8% | +104.3% | +68.8% |
| 1Y | +521.0% | +49.0% | +472.0% | +244.5% |
| All | +521.0% | +50.9% | +470.1% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling