+1,587.5%
LITE vs ALB
+34.3%
+1,553.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.5% | -0.2% |
| 7D | -13.9% | +5.3% | -19.2% | -16.1% |
| 30D | -46.9% | -6.3% | -40.7% | -45.8% |
| 3M | -28.0% | -27.4% | -0.6% | -19.8% |
| 6M | -35.2% | -53.1% | +17.9% | -14.9% |
| YTD | +58.9% | -32.3% | +91.2% | +80.2% |
| 1Y | +125.3% | -7.3% | +132.6% | +127.5% |
| 3Y | +1,344.4% | -14.9% | +1,359.4% | +1,251.2% |
| 5Y | +541.2% | -62.0% | +603.2% | +653.9% |
| 10Y | +1,587.5% | +33.0% | +1,554.5% | +892.7% |
| All | +1,587.5% | +34.3% | +1,553.2% | +892.7% |
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