+129.4%
LITE vs ADP
+22.7%
+106.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.1% |
| 7D | -12.9% | +1.1% | -14.0% | -10.9% |
| 30D | -46.0% | +11.5% | -57.5% | -36.1% |
| 3M | -33.0% | +12.0% | -45.1% | -18.9% |
| 6M | -34.0% | +43.8% | -77.8% | +2.8% |
| YTD | +61.7% | +20.1% | +41.7% | +89.6% |
| All | +129.4% | +22.7% | +106.7% | +177.1% |
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 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