+1,402.3%
LITE vs ALB
+33.3%
+1,369.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.3% |
| 7D | -35.9% | +9.1% | -45.0% | -38.3% |
| 30D | -51.5% | -3.4% | -48.1% | -51.1% |
| 3M | -35.7% | -20.6% | -15.1% | -30.8% |
| 6M | -43.0% | -48.2% | +5.2% | -27.9% |
| YTD | +46.1% | -29.2% | +75.4% | +63.0% |
| 1Y | +124.7% | +10.0% | +114.7% | +113.2% |
| 3Y | +1,172.1% | -12.9% | +1,185.0% | +1,080.8% |
| 5Y | +477.0% | -61.3% | +538.3% | +573.7% |
| All | +1,402.3% | +33.3% | +1,369.0% | +837.4% |
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