+490.8%
LITE vs ALLE
+49.9%
+440.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.1% |
| 7D | -35.9% | -0.6% | -35.4% | -35.8% |
| 30D | -51.5% | +25.3% | -76.9% | -56.7% |
| 3M | -35.7% | +10.3% | -46.0% | -39.1% |
| 6M | -43.0% | +38.0% | -81.0% | -52.4% |
| YTD | +46.1% | +17.8% | +28.3% | +31.7% |
| 1Y | +124.7% | +13.6% | +111.1% | +107.5% |
| 3Y | +1,172.1% | +89.2% | +1,082.9% | +732.8% |
| All | +490.8% | +49.9% | +440.9% | +323.6% |
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