+1,103.8%
LITE vs ALLE
+90.7%
+1,013.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.8% | -18.0% |
| 7D | -44.6% | 0.0% | -44.6% | -44.6% |
| 30D | -55.0% | +20.6% | -75.6% | -57.5% |
| 3M | -38.3% | +11.4% | -49.7% | -40.1% |
| 6M | -48.8% | +42.5% | -91.3% | -55.4% |
| YTD | +38.3% | +18.9% | +19.4% | +30.1% |
| 1Y | +119.0% | +14.2% | +104.8% | +111.5% |
| All | +1,103.8% | +90.7% | +1,013.2% | +606.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling