+546.2%
LITE vs ALB
-62.4%
+608.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.7% |
| 7D | -12.9% | +9.5% | -22.3% | -16.1% |
| 30D | -46.0% | -2.1% | -43.8% | -45.7% |
| 3M | -33.0% | -24.1% | -8.9% | -27.0% |
| 6M | -34.0% | -51.0% | +17.0% | -16.0% |
| YTD | +61.7% | -29.3% | +91.1% | +79.9% |
| 1Y | +148.3% | +3.2% | +145.1% | +144.0% |
| 3Y | +1,408.5% | -9.3% | +1,417.8% | +1,281.6% |
| 5Y | +546.2% | -61.6% | +607.8% | +590.1% |
| All | +546.2% | -62.4% | +608.5% | +590.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling