+1,103.8%
LITE vs ADP
+50.4%
+1,053.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.2% | -19.9% | -18.0% |
| 7D | -44.6% | +7.4% | -51.9% | -42.0% |
| 30D | -55.0% | +17.1% | -72.1% | -50.8% |
| 3M | -38.3% | +14.4% | -52.8% | -32.8% |
| 6M | -48.8% | +47.9% | -96.6% | -41.4% |
| YTD | +38.3% | +22.1% | +16.2% | +61.5% |
| 1Y | +119.0% | +21.8% | +97.2% | +155.2% |
| All | +1,103.8% | +50.4% | +1,053.4% | +1,086.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling