+446.1%
LITE vs ALLE
+51.8%
+394.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.8% | -17.5% |
| 7D | -44.6% | 0.0% | -44.6% | -44.6% |
| 30D | -55.0% | +20.6% | -75.6% | -59.0% |
| 3M | -38.3% | +11.4% | -49.7% | -41.7% |
| 6M | -48.8% | +42.5% | -91.3% | -58.0% |
| YTD | +38.3% | +18.9% | +19.4% | +24.2% |
| 1Y | +119.0% | +14.2% | +104.8% | +102.0% |
| 3Y | +1,092.0% | +90.7% | +1,001.3% | +678.5% |
| 5Y | +446.1% | +52.5% | +393.6% | +288.6% |
| All | +446.1% | +51.8% | +394.2% | +288.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling