+124.7%
LITE vs ALM
+31.8%
+92.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.5% | +4.8% |
| 7D | -35.9% | -6.7% | -29.3% | -33.7% |
| 30D | -51.5% | -32.9% | -18.6% | -42.7% |
| 3M | -35.7% | -39.5% | +3.8% | -21.3% |
| 6M | -43.0% | -62.0% | +19.0% | -21.9% |
| YTD | +46.1% | -7.8% | +54.0% | +64.8% |
| 1Y | +124.7% | +26.7% | +98.0% | +115.9% |
| All | +124.7% | +31.8% | +92.9% | +115.9% |
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 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