+1,568.0%
LITE vs ALB
+34.2%
+1,533.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | +22.6% | -3.6% | +26.1% | +24.3% |
| 30D | -36.8% | -2.9% | -33.9% | -36.3% |
| 3M | -33.0% | -25.8% | -7.2% | -25.9% |
| 6M | -37.1% | -53.6% | +16.5% | -17.0% |
| YTD | +69.5% | -32.4% | +101.8% | +92.4% |
| 1Y | +146.1% | -13.0% | +159.1% | +154.7% |
| 3Y | +1,440.8% | -15.0% | +1,455.8% | +1,341.9% |
| 5Y | +580.4% | -63.5% | +644.0% | +714.7% |
| All | +1,568.0% | +34.2% | +1,533.7% | +724.1% |
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