+2,898.2%
LITE vs ADM
+105.9%
+2,792.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.5% | -18.2% | -18.5% |
| 7D | -44.6% | -7.5% | -37.0% | -43.1% |
| 30D | -55.0% | -14.3% | -40.7% | -52.8% |
| 3M | -38.3% | -8.6% | -29.7% | -37.2% |
| 6M | -48.8% | -9.9% | -38.9% | -47.5% |
| YTD | +38.3% | +25.1% | +13.2% | +26.1% |
| 1Y | +119.0% | +28.8% | +90.1% | +97.0% |
| 3Y | +1,092.0% | +6.9% | +1,085.1% | +1,001.4% |
| 5Y | +446.1% | +25.9% | +420.2% | +344.2% |
| 10Y | +1,381.7% | +101.7% | +1,280.0% | +777.6% |
| All | +2,898.2% | +105.9% | +2,792.3% | +1,647.9% |
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