+1,670.7%
LITE vs ADI
+665.3%
+1,005.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.0% | +6.7% | +7.1% |
| 7D | +3.4% | +0.7% | +2.7% | +4.2% |
| 30D | -34.9% | +0.7% | -35.6% | -33.6% |
| 3M | -21.0% | +6.5% | -27.5% | -22.6% |
| 6M | -38.5% | -2.7% | -35.8% | -34.8% |
| YTD | +75.8% | +52.2% | +23.6% | +28.7% |
| 1Y | +156.7% | +77.5% | +79.2% | +66.0% |
| 3Y | +1,498.6% | +148.8% | +1,349.8% | +670.5% |
| 5Y | +610.9% | +142.9% | +468.0% | +238.9% |
| 10Y | +1,670.7% | +653.2% | +1,017.4% | +193.2% |
| All | +1,670.7% | +665.3% | +1,005.4% | +193.2% |
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