+129.4%
LITE vs ADVB
-74.4%
+203.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.2% | +10.7% |
| 7D | -12.9% | -1.2% | -11.7% | -12.9% |
| 30D | -46.0% | -61.4% | +15.4% | -47.0% |
| 3M | -33.0% | -67.8% | +34.8% | -34.5% |
| 6M | -34.0% | -66.9% | +32.8% | -34.7% |
| YTD | +61.7% | -64.9% | +126.6% | +60.1% |
| All | +129.4% | -74.4% | +203.8% | +154.3% |
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