+124.7%
LITE vs ALLE
+13.1%
+111.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.5% |
| 7D | -35.9% | -0.6% | -35.4% | -35.8% |
| 30D | -51.5% | +25.3% | -76.9% | -50.4% |
| 3M | -35.7% | +10.3% | -46.0% | -33.7% |
| 6M | -43.0% | +38.0% | -81.0% | -41.9% |
| YTD | +46.1% | +17.8% | +28.3% | +49.7% |
| 1Y | +124.7% | +13.6% | +111.1% | +144.7% |
| All | +124.7% | +13.1% | +111.6% | +144.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling