+124.7%
LITE vs ADP
+21.2%
+103.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +4.0% |
| 7D | -35.9% | +3.2% | -39.2% | -32.3% |
| 30D | -51.5% | +14.9% | -66.4% | -40.5% |
| 3M | -35.7% | +11.6% | -47.4% | -22.4% |
| 6M | -43.0% | +48.5% | -91.4% | -8.9% |
| YTD | +46.1% | +20.6% | +25.5% | +72.8% |
| 1Y | +124.7% | +23.7% | +101.0% | +177.7% |
| All | +124.7% | +21.2% | +103.5% | +177.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling