+446.1%
LITE vs ADP
+49.8%
+396.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.2% | -19.9% | -18.6% |
| 7D | -44.6% | +7.4% | -51.9% | -44.5% |
| 30D | -55.0% | +17.1% | -72.1% | -55.2% |
| 3M | -38.3% | +14.4% | -52.8% | -38.6% |
| 6M | -48.8% | +47.9% | -96.6% | -52.5% |
| YTD | +38.3% | +22.1% | +16.2% | +36.5% |
| 1Y | +119.0% | +21.8% | +97.2% | +115.5% |
| 3Y | +1,092.0% | +50.5% | +1,041.5% | +932.6% |
| 5Y | +446.1% | +49.6% | +396.5% | +343.5% |
| All | +446.1% | +49.8% | +396.3% | +343.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling