+124.7%
LITE vs AME
+16.4%
+108.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.1% | +1.3% |
| 7D | -35.9% | -5.2% | -30.8% | -29.1% |
| 30D | -51.5% | -8.0% | -43.5% | -42.9% |
| 3M | -35.7% | -8.9% | -26.8% | -22.4% |
| 6M | -43.0% | -5.0% | -38.0% | -34.3% |
| YTD | +46.1% | +11.9% | +34.2% | +23.6% |
| 1Y | +124.7% | +16.6% | +108.1% | +76.0% |
| All | +124.7% | +16.4% | +108.3% | +76.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling