+910.4%
LITE vs ALC
+30.4%
+880.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.2% | -7.7% | -5.6% |
| 7D | +10.8% | -1.1% | +11.9% | +11.1% |
| 30D | -33.4% | +16.0% | -49.5% | -37.7% |
| 3M | -32.2% | +0.8% | -33.0% | -33.4% |
| 6M | -42.1% | +16.8% | -58.9% | -47.5% |
| YTD | +61.9% | -5.5% | +67.4% | +60.5% |
| 1Y | +163.0% | -5.3% | +168.2% | +159.7% |
| 3Y | +1,358.0% | +4.1% | +1,353.9% | +1,229.4% |
| 5Y | +549.9% | -7.1% | +557.0% | +520.9% |
| All | +910.4% | +30.4% | +880.0% | +696.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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