+2,259.5%
LITE vs AKAM
+90.0%
+2,169.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.4% |
| 7D | -1.5% | -2.1% | +0.6% | -0.8% |
| 30D | +6.7% | -13.9% | +20.6% | +12.1% |
| 3M | -6.8% | -33.8% | +27.1% | +7.2% |
| 6M | +29.4% | +2.2% | +27.3% | +27.2% |
| YTD | +139.1% | +20.6% | +118.5% | +117.0% |
| 1Y | +521.0% | +36.3% | +484.7% | +434.6% |
| 3Y | +1,535.3% | -0.1% | +1,535.4% | +1,419.7% |
| 5Y | +889.8% | -7.5% | +897.4% | +828.1% |
| All | +2,259.5% | +90.0% | +2,169.4% | +1,455.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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