+490.8%
LITE vs ADM
+24.5%
+466.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.8% |
| 7D | -35.9% | -9.0% | -26.9% | -35.2% |
| 30D | -51.5% | -14.0% | -37.5% | -50.7% |
| 3M | -35.7% | -9.2% | -26.6% | -35.4% |
| 6M | -43.0% | -9.2% | -33.8% | -42.5% |
| YTD | +46.1% | +24.2% | +21.9% | +41.8% |
| 1Y | +124.7% | +27.0% | +97.7% | +117.3% |
| 3Y | +1,172.1% | +6.6% | +1,165.5% | +1,154.7% |
| All | +490.8% | +24.5% | +466.3% | +460.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling