+812.1%
LITE vs ALC
+31.8%
+780.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.4% |
| 7D | -35.9% | +4.9% | -40.8% | -37.3% |
| 30D | -51.5% | +19.0% | -70.5% | -55.0% |
| 3M | -35.7% | +7.8% | -43.5% | -38.6% |
| 6M | -43.0% | +14.6% | -57.5% | -47.8% |
| YTD | +46.1% | -4.4% | +50.6% | +44.5% |
| 1Y | +124.7% | +1.4% | +123.3% | +115.1% |
| 3Y | +1,172.1% | +2.5% | +1,169.5% | +1,073.8% |
| 5Y | +477.0% | -10.9% | +487.9% | +465.1% |
| All | +812.1% | +31.8% | +780.3% | +617.1% |
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