+1,587.5%
LITE vs ALM
+2,040.7%
-453.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.2% | +5.5% | -1.1% |
| 7D | -13.9% | -6.3% | -7.6% | -13.3% |
| 30D | -46.9% | -31.4% | -15.5% | -45.1% |
| 3M | -28.0% | -40.6% | +12.6% | -24.6% |
| 6M | -35.2% | -58.6% | +23.4% | -30.7% |
| YTD | +58.9% | -7.6% | +66.5% | +63.6% |
| 1Y | +125.3% | +13.8% | +111.5% | +129.7% |
| 3Y | +1,344.4% | +842.1% | +502.3% | +1,232.1% |
| 5Y | +541.2% | +407.4% | +133.8% | +495.3% |
| 10Y | +1,587.5% | +2,079.4% | -491.9% | +1,368.9% |
| All | +1,587.5% | +2,040.7% | -453.2% | +1,368.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling