+3,586.8%
LITE vs ALLE
+256.8%
+3,330.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.8% | -9.6% | -8.7% |
| 7D | -31.4% | +6.7% | -38.1% | -33.8% |
| 30D | -42.6% | +25.4% | -68.0% | -49.5% |
| 3M | -26.2% | +16.9% | -43.2% | -33.0% |
| 6M | -35.8% | +46.6% | -82.4% | -49.0% |
| YTD | +70.0% | +22.4% | +47.6% | +47.6% |
| 1Y | +232.7% | +17.7% | +215.0% | +195.9% |
| 3Y | +1,365.7% | +96.3% | +1,269.4% | +859.6% |
| 5Y | +609.5% | +57.4% | +552.1% | +415.4% |
| 10Y | +1,721.9% | +241.0% | +1,480.9% | +834.0% |
| All | +3,586.8% | +256.8% | +3,330.0% | +1,826.4% |
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