+3,586.8%
LITE vs ADP
+378.6%
+3,208.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.5% | -10.4% | -8.8% |
| 7D | -31.4% | +6.4% | -37.8% | -33.2% |
| 30D | -42.6% | +16.6% | -59.2% | -46.5% |
| 3M | -26.2% | +12.9% | -39.1% | -31.0% |
| 6M | -35.8% | +45.7% | -81.5% | -48.3% |
| YTD | +70.0% | +20.6% | +49.4% | +48.5% |
| 1Y | +232.7% | +20.5% | +212.2% | +189.4% |
| 3Y | +1,365.7% | +48.7% | +1,317.0% | +1,006.9% |
| 5Y | +609.5% | +50.0% | +559.4% | +420.5% |
| 10Y | +1,721.9% | +324.2% | +1,397.7% | +673.0% |
| All | +3,586.8% | +378.6% | +3,208.2% | +1,461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling