+5,083.9%
LITE vs ADM
+147.2%
+4,936.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | +3.8% | -5.3% | -2.9% |
| 30D | +6.7% | +9.8% | -3.1% | +2.8% |
| 3M | -6.8% | +2.1% | -8.9% | -7.7% |
| 6M | +29.4% | +27.5% | +1.9% | +18.2% |
| YTD | +139.1% | +50.2% | +88.9% | +106.2% |
| 1Y | +521.0% | +40.6% | +480.4% | +442.3% |
| 3Y | +1,535.3% | +17.2% | +1,518.1% | +1,391.1% |
| 5Y | +889.8% | +61.9% | +828.0% | +632.0% |
| 10Y | +2,400.7% | +159.3% | +2,241.4% | +1,274.8% |
| All | +5,083.9% | +147.2% | +4,936.6% | +2,758.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling