+146.1%
LITE vs ADI
+74.9%
+71.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +22.6% | +13.4% | +9.2% | +5.0% |
| 30D | -36.8% | -1.3% | -35.5% | -33.9% |
| 3M | -33.0% | +6.8% | -39.8% | -35.3% |
| 6M | -37.1% | -1.9% | -35.2% | -33.7% |
| YTD | +69.5% | +52.3% | +17.2% | +4.7% |
| 1Y | +146.1% | +71.6% | +74.5% | +34.0% |
| All | +146.1% | +74.9% | +71.2% | +34.0% |
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