+1,402.3%
LITE vs ADP
+318.0%
+1,084.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.1% |
| 7D | -35.9% | +3.2% | -39.2% | -36.9% |
| 30D | -51.5% | +14.9% | -66.4% | -54.6% |
| 3M | -35.7% | +11.6% | -47.4% | -39.7% |
| 6M | -43.0% | +48.5% | -91.4% | -54.6% |
| YTD | +46.1% | +20.6% | +25.5% | +27.5% |
| 1Y | +124.7% | +23.7% | +101.0% | +92.4% |
| 3Y | +1,172.1% | +47.8% | +1,124.3% | +858.9% |
| 5Y | +477.0% | +47.7% | +429.3% | +323.9% |
| All | +1,402.3% | +318.0% | +1,084.3% | +476.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling