+1,402.3%
LITE vs AME
+442.8%
+959.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.1% | +3.4% |
| 7D | -35.9% | -5.2% | -30.8% | -32.2% |
| 30D | -51.5% | -8.0% | -43.5% | -46.9% |
| 3M | -35.7% | -8.9% | -26.8% | -28.7% |
| 6M | -43.0% | -5.0% | -38.0% | -38.6% |
| YTD | +46.1% | +11.9% | +34.2% | +39.0% |
| 1Y | +124.7% | +16.6% | +108.1% | +107.7% |
| 3Y | +1,172.1% | +62.5% | +1,109.6% | +825.0% |
| 5Y | +477.0% | +67.6% | +409.4% | +306.6% |
| All | +1,402.3% | +442.8% | +959.6% | +460.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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