+2,898.2%
LITE vs ALLE
+246.5%
+2,651.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.8% | -17.3% |
| 7D | -44.6% | 0.0% | -44.6% | -44.6% |
| 30D | -55.0% | +20.6% | -75.6% | -59.6% |
| 3M | -38.3% | +11.4% | -49.7% | -42.4% |
| 6M | -48.8% | +42.5% | -91.3% | -58.7% |
| YTD | +38.3% | +18.9% | +19.4% | +22.1% |
| 1Y | +119.0% | +14.2% | +104.8% | +98.2% |
| 3Y | +1,092.0% | +90.7% | +1,001.3% | +693.8% |
| 5Y | +446.1% | +52.5% | +393.6% | +304.0% |
| 10Y | +1,381.7% | +231.2% | +1,150.5% | +672.6% |
| All | +2,898.2% | +246.5% | +2,651.7% | +1,493.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling