+541.2%
LITE vs ADI
+133.6%
+407.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.5% |
| 7D | -13.9% | -6.3% | -7.6% | -7.5% |
| 30D | -46.9% | -3.2% | -43.8% | -44.0% |
| 3M | -28.0% | +2.8% | -30.8% | -27.3% |
| 6M | -35.2% | -5.0% | -30.2% | -29.9% |
| YTD | +58.9% | +46.3% | +12.5% | +21.3% |
| 1Y | +125.3% | +71.6% | +53.7% | +51.9% |
| 3Y | +1,344.4% | +139.2% | +1,205.3% | +652.0% |
| 5Y | +541.2% | +136.4% | +404.8% | +224.3% |
| All | +541.2% | +133.6% | +407.5% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling