+562.5%
LITE vs AMCR
-9.1%
+571.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | -2.4% | +13.2% | +11.8% |
| 30D | -33.4% | +3.6% | -37.0% | -34.7% |
| 3M | -32.2% | -4.2% | -28.0% | -31.7% |
| 6M | -42.1% | +15.5% | -57.6% | -47.5% |
| YTD | +61.9% | +9.7% | +52.1% | +49.3% |
| 1Y | +163.0% | +8.3% | +154.7% | +144.3% |
| 3Y | +1,358.0% | +15.4% | +1,342.7% | +1,165.7% |
| All | +562.5% | -9.1% | +571.6% | +566.6% |
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