-26.2%
LITE vs ADP
+15.5%
-41.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.5% | -10.4% | -1.8% |
| 7D | -31.4% | +6.4% | -37.8% | -19.6% |
| 30D | -42.6% | +16.6% | -59.2% | -16.9% |
| 3M | -26.2% | +12.9% | -39.1% | +1.3% |
| All | -26.2% | +15.5% | -41.8% | +1.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling