+2,898.2%
LITE vs ADP
+384.3%
+2,514.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.2% | -19.9% | -19.1% |
| 7D | -44.6% | +7.4% | -51.9% | -46.2% |
| 30D | -55.0% | +17.1% | -72.1% | -58.2% |
| 3M | -38.3% | +14.4% | -52.8% | -42.7% |
| 6M | -48.8% | +47.9% | -96.6% | -59.0% |
| YTD | +38.3% | +22.1% | +16.2% | +20.1% |
| 1Y | +119.0% | +21.8% | +97.2% | +89.6% |
| 3Y | +1,092.0% | +50.5% | +1,041.5% | +795.4% |
| 5Y | +446.1% | +49.6% | +396.5% | +302.0% |
| 10Y | +1,381.7% | +329.3% | +1,052.4% | +525.4% |
| All | +2,898.2% | +384.3% | +2,514.0% | +1,163.0% |
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