+1,499.9%
LITE vs ADM
+113.6%
+1,386.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -13.9% | -1.8% | -12.1% | -13.3% |
| 30D | -46.9% | -13.3% | -33.7% | -44.4% |
| 3M | -28.0% | -13.4% | -14.7% | -25.0% |
| 6M | -35.2% | -9.6% | -25.6% | -33.6% |
| YTD | +58.9% | +23.0% | +35.8% | +44.9% |
| 1Y | +125.3% | +27.4% | +97.9% | +102.3% |
| 3Y | +1,344.4% | +5.7% | +1,338.8% | +1,234.2% |
| 5Y | +541.2% | +22.1% | +519.1% | +411.6% |
| All | +1,499.9% | +113.6% | +1,386.3% | +781.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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