+1,499.9%
LITE vs AKAM
+27.0%
+1,473.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.0% | -3.4% |
| 7D | -13.9% | -3.3% | -10.6% | -12.5% |
| 30D | -46.9% | -21.7% | -25.2% | -41.2% |
| 3M | -28.0% | -28.8% | +0.8% | -17.5% |
| 6M | -35.2% | -43.3% | +8.1% | -19.8% |
| YTD | +58.9% | -4.1% | +62.9% | +57.9% |
| 1Y | +125.3% | -3.9% | +129.2% | +123.2% |
| 3Y | +1,344.4% | -24.4% | +1,368.9% | +1,397.3% |
| 5Y | +541.2% | -23.8% | +564.9% | +550.8% |
| All | +1,499.9% | +27.0% | +1,473.0% | +1,049.8% |
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