+1,563.7%
LITE vs ADM
+17.6%
+1,546.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +4.0% |
| 7D | -1.5% | +3.8% | -5.3% | -1.8% |
| 30D | +6.7% | +9.8% | -3.1% | +6.0% |
| 3M | -6.8% | +2.1% | -8.9% | -6.8% |
| 6M | +29.4% | +27.5% | +1.9% | +28.3% |
| YTD | +139.1% | +50.2% | +88.9% | +138.1% |
| 1Y | +521.0% | +40.6% | +480.4% | +519.7% |
| All | +1,563.7% | +17.6% | +1,546.1% | +1,571.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling