+1,493.1%
LITE vs ADI
+631.6%
+861.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -2.0% |
| 7D | +10.8% | +9.5% | +1.3% | +2.7% |
| 30D | -33.4% | -1.4% | -32.0% | -30.8% |
| 3M | -32.2% | +4.7% | -37.0% | -32.6% |
| 6M | -42.1% | -7.4% | -34.7% | -36.0% |
| YTD | +61.9% | +48.1% | +13.8% | +21.5% |
| 1Y | +163.0% | +69.6% | +93.3% | +76.8% |
| 3Y | +1,358.0% | +144.4% | +1,213.7% | +615.1% |
| 5Y | +549.9% | +134.1% | +415.8% | +220.2% |
| All | +1,493.1% | +631.6% | +861.5% | +173.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling