+609.5%
LITE vs AMBA
-68.8%
+678.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.7% | -6.1% | -7.1% |
| 7D | -31.4% | -8.1% | -23.4% | -28.7% |
| 30D | -42.6% | -10.8% | -31.8% | -39.4% |
| 3M | -26.2% | -25.9% | -0.3% | -15.9% |
| 6M | -35.8% | -13.9% | -21.9% | -34.1% |
| YTD | +70.0% | -14.0% | +84.0% | +71.9% |
| 1Y | +232.7% | -25.7% | +258.4% | +257.0% |
| 3Y | +1,365.7% | +21.5% | +1,344.3% | +1,158.4% |
| 5Y | +609.5% | -68.9% | +678.4% | +646.2% |
| All | +609.5% | -68.8% | +678.2% | +646.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling