+1,321.8%
LITE vs ALB
+32.2%
+1,289.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +3.6% | -22.3% | -20.0% |
| 7D | -44.6% | +5.5% | -50.0% | -45.9% |
| 30D | -55.0% | -7.5% | -47.5% | -53.9% |
| 3M | -38.3% | -16.9% | -21.4% | -34.7% |
| 6M | -48.8% | -49.2% | +0.5% | -34.7% |
| YTD | +38.3% | -29.9% | +68.1% | +54.7% |
| 1Y | +119.0% | +8.2% | +110.8% | +108.9% |
| 3Y | +1,092.0% | -19.4% | +1,111.4% | +1,038.2% |
| 5Y | +446.1% | -61.6% | +507.7% | +539.5% |
| All | +1,321.8% | +32.2% | +1,289.6% | +789.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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