+580.4%
LITE vs AKAM
-21.2%
+601.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +22.6% | +11.2% | +11.4% | +17.4% |
| 30D | -36.8% | -13.4% | -23.4% | -32.6% |
| 3M | -33.0% | -29.5% | -3.5% | -23.4% |
| 6M | -37.1% | -42.1% | +5.1% | -23.7% |
| YTD | +69.5% | -0.8% | +70.3% | +68.5% |
| 1Y | +146.1% | -3.9% | +150.0% | +147.2% |
| 3Y | +1,440.8% | -21.9% | +1,462.7% | +1,464.6% |
| 5Y | +580.4% | -22.4% | +602.8% | +565.6% |
| All | +580.4% | -21.2% | +601.6% | +565.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling