+232.7%
LITE vs AMC
+38.0%
+194.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +7.3% | -15.2% | -8.0% |
| 7D | -31.4% | +17.7% | -49.1% | -31.8% |
| 30D | -42.6% | +26.2% | -68.8% | -42.9% |
| 3M | -26.2% | +31.3% | -57.6% | -27.0% |
| 6M | -35.8% | +142.8% | -178.6% | -39.2% |
| YTD | +70.0% | +125.6% | -55.6% | +66.4% |
| 1Y | +232.7% | +40.2% | +192.5% | +359.2% |
| All | +232.7% | +38.0% | +194.7% | +359.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling