+1,493.1%
LITE vs ALM
+2,100.8%
-607.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -5.2% |
| 7D | +10.8% | +1.2% | +9.5% | +10.6% |
| 30D | -33.4% | -19.3% | -14.1% | -32.1% |
| 3M | -32.2% | -40.6% | +8.4% | -29.1% |
| 6M | -42.1% | -57.9% | +15.8% | -38.1% |
| YTD | +61.9% | -6.7% | +68.6% | +66.4% |
| 1Y | +163.0% | +20.2% | +142.8% | +167.3% |
| 3Y | +1,358.0% | +879.4% | +478.6% | +1,241.4% |
| 5Y | +549.9% | +415.3% | +134.6% | +502.4% |
| All | +1,493.1% | +2,100.8% | -607.7% | +1,279.4% |
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