+2,331.0%
LITE vs AME
+416.5%
+1,914.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +2.7% |
| 7D | -1.5% | +0.6% | -2.2% | -2.0% |
| 30D | +6.7% | -6.7% | +13.3% | +13.6% |
| 3M | -6.8% | +4.1% | -10.8% | -8.9% |
| 6M | +29.4% | +1.6% | +27.9% | +30.1% |
| YTD | +139.1% | +16.1% | +122.9% | +115.8% |
| 1Y | +521.0% | +27.3% | +493.7% | +418.0% |
| 3Y | +1,535.3% | +50.9% | +1,484.4% | +1,122.6% |
| 5Y | +889.8% | +81.4% | +808.5% | +539.2% |
| All | +2,331.0% | +416.5% | +1,914.5% | +632.0% |
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