+1,533.3%
LITE vs AMCR
+22.3%
+1,511.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.5% |
| 7D | -12.9% | -7.9% | -5.0% | -9.9% |
| 30D | -46.0% | +8.2% | -54.2% | -47.9% |
| 3M | -33.0% | -4.3% | -28.7% | -32.4% |
| 6M | -34.0% | +16.6% | -50.6% | -39.5% |
| YTD | +61.7% | +13.1% | +48.6% | +49.0% |
| 1Y | +148.3% | +14.4% | +133.9% | +127.2% |
| 3Y | +1,408.5% | +18.4% | +1,390.1% | +1,245.3% |
| 5Y | +546.2% | -5.8% | +552.0% | +531.6% |
| 10Y | +1,533.3% | +22.3% | +1,511.0% | +1,207.5% |
| All | +1,533.3% | +22.3% | +1,511.0% | +1,207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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