+446.1%
LITE vs ADM
+25.5%
+420.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.5% | -18.2% | -18.6% |
| 7D | -44.6% | -7.5% | -37.0% | -44.0% |
| 30D | -55.0% | -14.3% | -40.7% | -54.2% |
| 3M | -38.3% | -8.6% | -29.7% | -38.0% |
| 6M | -48.8% | -9.9% | -38.9% | -48.3% |
| YTD | +38.3% | +25.1% | +13.2% | +34.0% |
| 1Y | +119.0% | +28.8% | +90.1% | +111.3% |
| 3Y | +1,092.0% | +6.9% | +1,085.1% | +1,076.4% |
| 5Y | +446.1% | +25.9% | +420.2% | +412.0% |
| All | +446.1% | +25.5% | +420.6% | +412.0% |
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