+446.1%
LITE vs ALC
-8.7%
+454.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.0% | -17.7% | -18.4% |
| 7D | -44.6% | +7.6% | -52.2% | -45.7% |
| 30D | -55.0% | +21.1% | -76.2% | -57.5% |
| 3M | -38.3% | +8.5% | -46.8% | -40.2% |
| 6M | -48.8% | +2.8% | -51.6% | -49.7% |
| YTD | +38.3% | -2.4% | +40.7% | +38.0% |
| 1Y | +119.0% | +3.5% | +115.5% | +112.0% |
| 3Y | +1,092.0% | +4.2% | +1,087.8% | +1,013.9% |
| 5Y | +446.1% | -9.0% | +455.1% | +441.3% |
| All | +446.1% | -8.7% | +454.8% | +441.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling