+1,402.3%
LITE vs ADI
+577.6%
+824.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.0% |
| 7D | -35.9% | -12.8% | -23.1% | -26.7% |
| 30D | -51.5% | -11.3% | -40.2% | -44.8% |
| 3M | -35.7% | -3.4% | -32.4% | -31.5% |
| 6M | -43.0% | -12.0% | -30.9% | -34.0% |
| YTD | +46.1% | +35.3% | +10.9% | +18.3% |
| 1Y | +124.7% | +58.1% | +66.6% | +60.4% |
| 3Y | +1,172.1% | +127.4% | +1,044.7% | +562.4% |
| 5Y | +477.0% | +114.6% | +362.4% | +205.3% |
| All | +1,402.3% | +577.6% | +824.7% | +165.5% |
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 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