+163.0%
LITE vs ADM
+29.6%
+133.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.2% | -4.9% |
| 7D | +10.8% | +4.2% | +6.6% | +10.0% |
| 30D | -33.4% | -12.8% | -20.6% | -32.1% |
| 3M | -32.2% | -8.5% | -23.8% | -32.3% |
| 6M | -42.1% | -10.9% | -31.2% | -41.1% |
| YTD | +61.9% | +29.4% | +32.4% | +57.9% |
| 1Y | +163.0% | +27.5% | +135.5% | +161.4% |
| All | +163.0% | +29.6% | +133.4% | +161.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling