+1,402.3%
LITE vs ALLE
+222.4%
+1,179.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.1% |
| 7D | -35.9% | -0.6% | -35.4% | -35.9% |
| 30D | -51.5% | +25.3% | -76.9% | -57.5% |
| 3M | -35.7% | +10.3% | -46.0% | -39.9% |
| 6M | -43.0% | +38.0% | -81.0% | -53.5% |
| YTD | +46.1% | +17.8% | +28.3% | +29.0% |
| 1Y | +124.7% | +13.6% | +111.1% | +103.0% |
| 3Y | +1,172.1% | +89.2% | +1,082.9% | +732.5% |
| 5Y | +477.0% | +51.1% | +426.0% | +322.4% |
| All | +1,402.3% | +222.4% | +1,179.9% | +668.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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