+1,533.3%
LITE vs AME
+465.0%
+1,068.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +6.9% |
| 7D | -12.9% | -1.5% | -11.4% | -10.7% |
| 30D | -46.0% | -4.2% | -41.8% | -42.9% |
| 3M | -33.0% | -5.9% | -27.1% | -27.7% |
| 6M | -34.0% | +2.8% | -36.9% | -33.6% |
| YTD | +61.7% | +16.6% | +45.2% | +48.7% |
| 1Y | +148.3% | +22.1% | +126.2% | +120.8% |
| 3Y | +1,408.5% | +64.7% | +1,343.8% | +981.1% |
| 5Y | +546.2% | +76.6% | +469.6% | +336.0% |
| 10Y | +1,533.3% | +443.9% | +1,089.4% | +471.1% |
| All | +1,533.3% | +465.0% | +1,068.3% | +471.1% |
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