+124.7%
LITE vs ADI
+56.5%
+68.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +4.8% |
| 7D | -35.9% | -12.8% | -23.1% | -22.8% |
| 30D | -51.5% | -11.3% | -40.2% | -42.1% |
| 3M | -35.7% | -3.4% | -32.4% | -29.5% |
| 6M | -43.0% | -12.0% | -30.9% | -31.1% |
| YTD | +46.1% | +35.3% | +10.9% | +6.6% |
| 1Y | +124.7% | +58.1% | +66.6% | +36.2% |
| All | +124.7% | +56.5% | +68.2% | +36.2% |
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 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