+163.0%
LITE vs AME
+24.0%
+139.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -5.3% |
| 7D | +10.8% | +5.9% | +4.9% | +0.7% |
| 30D | -33.4% | -1.9% | -31.5% | -29.8% |
| 3M | -32.2% | -5.4% | -26.9% | -23.9% |
| 6M | -42.1% | +4.9% | -47.0% | -43.3% |
| YTD | +61.9% | +18.5% | +43.4% | +30.3% |
| 1Y | +163.0% | +25.5% | +137.5% | +95.1% |
| All | +163.0% | +24.0% | +139.0% | +95.1% |
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 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