+734.3%
LITE vs ADVB
-97.6%
+832.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.5% | -9.2% | -18.5% |
| 7D | -44.6% | -28.0% | -16.5% | -44.3% |
| 30D | -55.0% | -70.2% | +15.2% | -54.6% |
| 3M | -38.3% | -76.1% | +37.8% | -37.7% |
| 6M | -48.8% | -72.3% | +23.6% | -48.9% |
| YTD | +38.3% | -67.5% | +105.7% | +34.1% |
| 1Y | +119.0% | -78.6% | +197.5% | +120.4% |
| All | +734.3% | -97.6% | +832.0% | +1,151.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling