+5,083.9%
LITE vs AMBA
-49.6%
+5,133.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | -1.5% | -11.0% | +9.4% | +2.7% |
| 30D | +6.7% | -23.2% | +29.8% | +17.5% |
| 3M | -6.8% | -12.7% | +6.0% | -3.7% |
| 6M | +29.4% | +11.2% | +18.2% | +21.9% |
| YTD | +139.1% | -11.2% | +150.3% | +139.6% |
| 1Y | +521.0% | -22.5% | +543.5% | +551.8% |
| 3Y | +1,535.3% | -1.3% | +1,536.6% | +1,431.3% |
| 5Y | +889.8% | -54.2% | +944.0% | +935.2% |
| 10Y | +2,400.7% | -6.1% | +2,406.8% | +1,651.1% |
| All | +5,083.9% | -49.6% | +5,133.4% | +2,202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling