+521.0%
LITE vs AEM
+40.5%
+480.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +6.7% | +24.0% | -17.4% | -5.7% |
| 3M | -6.8% | +16.1% | -22.8% | -15.3% |
| 6M | +29.4% | -11.6% | +41.1% | +36.0% |
| YTD | +139.1% | +21.5% | +117.5% | +98.9% |
| 1Y | +521.0% | +39.2% | +481.8% | +358.1% |
| All | +521.0% | +40.5% | +480.5% | +358.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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