+5,083.9%
LITE vs ADP
+335.0%
+4,748.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.9% |
| 7D | -1.5% | -3.4% | +1.9% | -0.2% |
| 30D | +6.7% | +2.8% | +3.9% | +4.9% |
| 3M | -6.8% | +20.9% | -27.7% | -16.8% |
| 6M | +29.4% | +29.9% | -0.4% | +9.9% |
| YTD | +139.1% | +9.6% | +129.4% | +119.8% |
| 1Y | +521.0% | -5.3% | +526.3% | +513.8% |
| 3Y | +1,535.3% | +16.5% | +1,518.8% | +1,318.5% |
| 5Y | +889.8% | +49.4% | +840.4% | +621.7% |
| 10Y | +2,400.7% | +282.2% | +2,118.5% | +1,020.7% |
| All | +5,083.9% | +335.0% | +4,748.9% | +2,211.1% |
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