+901.5%
LITE vs ALC
-16.0%
+917.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.7% |
| 7D | -1.5% | -2.1% | +0.6% | -0.9% |
| 30D | +6.7% | -0.1% | +6.8% | +6.1% |
| 3M | -6.8% | +5.9% | -12.6% | -10.0% |
| 6M | +29.4% | -15.9% | +45.4% | +37.3% |
| YTD | +139.1% | -10.1% | +149.2% | +145.0% |
| 1Y | +521.0% | -10.2% | +531.2% | +533.5% |
| 3Y | +1,535.3% | -13.6% | +1,548.8% | +1,557.6% |
| All | +901.5% | -16.0% | +917.5% | +905.5% |
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 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