+232.7%
LITE vs ALM
+44.8%
+187.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.2% | -9.0% | -8.3% |
| 7D | -31.4% | -6.4% | -25.0% | -29.6% |
| 30D | -42.6% | -35.0% | -7.6% | -32.3% |
| 3M | -26.2% | -33.8% | +7.6% | -13.6% |
| 6M | -35.8% | -55.0% | +19.2% | -17.6% |
| YTD | +70.0% | -0.2% | +70.3% | +90.7% |
| 1Y | +232.7% | +41.8% | +191.0% | +226.5% |
| All | +232.7% | +44.8% | +187.9% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling