+2,331.0%
LITE vs ADP
+285.1%
+2,046.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.9% |
| 7D | -1.5% | -3.4% | +1.9% | -0.1% |
| 30D | +6.7% | +2.8% | +3.9% | +4.9% |
| 3M | -6.8% | +20.9% | -27.7% | -16.9% |
| 6M | +29.4% | +29.9% | -0.4% | +9.5% |
| YTD | +139.1% | +9.6% | +129.4% | +119.6% |
| 1Y | +521.0% | -5.3% | +526.3% | +514.8% |
| 3Y | +1,535.3% | +16.5% | +1,518.8% | +1,313.5% |
| 5Y | +889.8% | +49.4% | +840.4% | +612.5% |
| All | +2,331.0% | +285.1% | +2,046.0% | +864.3% |
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