+5,083.9%
LITE vs AMCR
+41.1%
+5,042.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -1.5% | -1.9% | +0.3% | -0.9% |
| 30D | +6.7% | -4.1% | +10.7% | +8.0% |
| 3M | -6.8% | +21.7% | -28.4% | -14.5% |
| 6M | +29.4% | +1.5% | +28.0% | +26.8% |
| YTD | +139.1% | +13.1% | +126.0% | +123.9% |
| 1Y | +521.0% | +13.0% | +508.0% | +481.3% |
| 3Y | +1,535.3% | +6.9% | +1,528.4% | +1,450.4% |
| 5Y | +889.8% | -10.5% | +900.3% | +894.6% |
| 10Y | +2,400.7% | +20.9% | +2,379.9% | +2,052.1% |
| All | +5,083.9% | +41.1% | +5,042.8% | +3,599.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling