+1,103.8%
LITE vs ALM
+806.0%
+297.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.6% | -9.1% | -16.8% |
| 7D | -44.6% | -14.5% | -30.1% | -42.7% |
| 30D | -55.0% | -39.0% | -16.0% | -50.6% |
| 3M | -38.3% | -40.3% | +2.0% | -31.9% |
| 6M | -48.8% | -60.3% | +11.6% | -40.8% |
| YTD | +38.3% | -9.8% | +48.0% | +49.9% |
| 1Y | +119.0% | +30.8% | +88.2% | +131.3% |
| All | +1,103.8% | +806.0% | +297.8% | +886.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling