+1,618.0%
LITE vs ADP
+311.3%
+1,306.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.8% |
| 7D | -12.9% | +1.1% | -14.0% | -13.4% |
| 30D | -46.0% | +11.5% | -57.5% | -48.8% |
| 3M | -33.0% | +12.0% | -45.1% | -37.3% |
| 6M | -34.0% | +43.8% | -77.8% | -46.6% |
| YTD | +61.7% | +20.1% | +41.7% | +41.4% |
| 1Y | +148.3% | +22.3% | +126.0% | +113.7% |
| 3Y | +1,408.5% | +43.3% | +1,365.2% | +1,057.9% |
| 5Y | +546.2% | +47.3% | +498.8% | +374.6% |
| All | +1,618.0% | +311.3% | +1,306.8% | +575.9% |
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