+490.8%
LITE vs ALC
-11.2%
+502.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.2% |
| 7D | -35.9% | +4.9% | -40.8% | -36.9% |
| 30D | -51.5% | +19.0% | -70.5% | -54.0% |
| 3M | -35.7% | +7.8% | -43.5% | -37.8% |
| 6M | -43.0% | +14.6% | -57.5% | -46.7% |
| YTD | +46.1% | -4.4% | +50.6% | +46.5% |
| 1Y | +124.7% | +1.4% | +123.3% | +118.4% |
| 3Y | +1,172.1% | +2.5% | +1,169.5% | +1,090.6% |
| All | +490.8% | -11.2% | +502.0% | +499.6% |
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