+1,172.1%
LITE vs ALB
-16.8%
+1,188.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -51.0% |
| 3M | -35.7% | -20.6% | -15.1% | -30.8% |
| 6M | -43.0% | -48.2% | +5.2% | -28.0% |
| YTD | +46.1% | -29.2% | +75.4% | +63.5% |
| 1Y | +124.7% | +10.0% | +114.7% | +116.8% |
| 3Y | +1,172.1% | -12.9% | +1,185.0% | +1,012.9% |
| All | +1,172.1% | -16.8% | +1,188.9% | +1,012.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling