+129.4%
LITE vs ALB
-1.1%
+130.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.7% |
| 7D | -12.9% | +9.5% | -22.3% | -17.0% |
| 30D | -46.0% | -2.1% | -43.8% | -45.6% |
| 3M | -33.0% | -24.1% | -8.9% | -24.9% |
| 6M | -34.0% | -51.0% | +17.0% | -8.8% |
| YTD | +61.7% | -29.3% | +91.1% | +81.2% |
| All | +129.4% | -1.1% | +130.5% | +146.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling