+2,898.2%
LITE vs AMBA
-55.8%
+2,954.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.4% | -9.2% | -15.2% |
| 7D | -44.6% | -14.6% | -30.0% | -40.7% |
| 30D | -55.0% | -18.8% | -36.2% | -50.9% |
| 3M | -38.3% | -32.6% | -5.7% | -28.0% |
| 6M | -48.8% | -25.8% | -22.9% | -44.1% |
| YTD | +38.3% | -22.1% | +60.4% | +46.7% |
| 1Y | +119.0% | -36.2% | +155.2% | +148.5% |
| 3Y | +1,092.0% | +10.0% | +1,082.0% | +1,000.9% |
| 5Y | +446.1% | -71.6% | +517.6% | +575.0% |
| 10Y | +1,381.7% | -4.7% | +1,386.4% | +984.3% |
| All | +2,898.2% | -55.8% | +2,954.0% | +1,309.2% |
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