+125.3%
LITE vs AEM
+16.4%
+108.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.4% | +0.6% |
| 7D | -13.9% | +13.9% | -27.8% | -19.8% |
| 30D | -46.9% | +0.8% | -47.7% | -47.1% |
| 3M | -28.0% | +5.8% | -33.8% | -31.3% |
| 6M | -35.2% | -1.0% | -34.2% | -36.5% |
| YTD | +58.9% | +13.1% | +45.8% | +15.4% |
| 1Y | +125.3% | +14.4% | +110.9% | +58.7% |
| All | +125.3% | +16.4% | +108.9% | +58.7% |
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