+1,493.1%
LITE vs ADP
+322.2%
+1,171.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.1% | -4.7% |
| 7D | +10.8% | +2.2% | +8.6% | +9.9% |
| 30D | -33.4% | +10.6% | -44.0% | -36.5% |
| 3M | -32.2% | +12.9% | -45.2% | -36.5% |
| 6M | -42.1% | +50.6% | -92.7% | -54.0% |
| YTD | +61.9% | +23.2% | +38.7% | +40.2% |
| 1Y | +163.0% | +25.3% | +137.7% | +124.6% |
| 3Y | +1,358.0% | +47.1% | +1,310.9% | +1,008.2% |
| 5Y | +549.9% | +50.1% | +499.9% | +375.3% |
| All | +1,493.1% | +322.2% | +1,171.0% | +496.1% |
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