+555.0%
LITE vs ADI
+48.3%
+506.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.8% | +10.7% |
| 7D | +12.6% | +2.4% | +10.2% | +9.7% |
| 30D | +9.9% | -6.6% | +16.5% | +19.4% |
| 3M | +9.3% | -9.8% | +19.1% | +23.6% |
| 6M | +75.2% | +15.7% | +59.6% | +45.9% |
| YTD | +165.5% | +35.1% | +130.4% | +86.8% |
| 1Y | +555.0% | +47.7% | +507.3% | +252.7% |
| All | +555.0% | +48.3% | +506.7% | +252.7% |
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