+1,402.3%
LITE vs AMBA
-0.9%
+1,403.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.5% | +3.2% |
| 7D | -35.9% | -7.2% | -28.7% | -33.4% |
| 30D | -51.5% | -10.4% | -41.1% | -48.7% |
| 3M | -35.7% | -30.1% | -5.6% | -25.1% |
| 6M | -43.0% | -22.4% | -20.5% | -38.5% |
| YTD | +46.1% | -17.3% | +63.5% | +51.6% |
| 1Y | +124.7% | -35.4% | +160.1% | +155.5% |
| 3Y | +1,172.1% | +18.6% | +1,153.4% | +1,019.1% |
| 5Y | +477.0% | -69.8% | +546.8% | +610.8% |
| All | +1,402.3% | -0.9% | +1,403.2% | +825.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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