+521.0%
LITE vs ADVB
+5.8%
+515.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.0% |
| 7D | -1.5% | -3.8% | +2.2% | -1.6% |
| 30D | +6.7% | +17.6% | -10.9% | +7.8% |
| 3M | -6.8% | +119.1% | -125.9% | -2.3% |
| 6M | +29.4% | +103.4% | -73.9% | +34.1% |
| YTD | +139.1% | +59.8% | +79.2% | +148.2% |
| 1Y | +521.0% | +8.5% | +512.4% | +534.1% |
| All | +521.0% | +5.8% | +515.2% | +534.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling