+490.8%
LITE vs AMCR
-4.7%
+495.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.5% |
| 7D | -35.9% | -5.3% | -30.6% | -34.6% |
| 30D | -51.5% | +8.7% | -60.3% | -53.4% |
| 3M | -35.7% | -3.3% | -32.4% | -35.4% |
| 6M | -43.0% | +15.1% | -58.0% | -47.9% |
| YTD | +46.1% | +12.4% | +33.7% | +33.6% |
| 1Y | +124.7% | +15.8% | +108.9% | +101.6% |
| 3Y | +1,172.1% | +16.7% | +1,155.3% | +1,002.8% |
| All | +490.8% | -4.7% | +495.5% | +483.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling