+5,083.9%
LITE vs ALLE
+189.9%
+4,894.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.5% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +6.7% | -6.8% | +13.5% | +10.5% |
| 3M | -6.8% | +21.0% | -27.8% | -16.8% |
| 6M | +29.4% | +1.1% | +28.3% | +27.1% |
| YTD | +139.1% | -0.5% | +139.6% | +134.3% |
| 1Y | +521.0% | -7.3% | +528.2% | +532.8% |
| 3Y | +1,535.3% | +42.3% | +1,493.0% | +1,188.3% |
| 5Y | +889.8% | +13.5% | +876.4% | +764.0% |
| 10Y | +2,400.7% | +144.0% | +2,256.7% | +1,398.8% |
| All | +5,083.9% | +189.9% | +4,894.0% | +2,957.8% |
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