+1,408.5%
LITE vs AME
+63.1%
+1,345.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +5.1% |
| 7D | -12.9% | -1.5% | -11.4% | -9.9% |
| 30D | -46.0% | -4.2% | -41.8% | -41.6% |
| 3M | -33.0% | -5.9% | -27.1% | -25.5% |
| 6M | -34.0% | +2.8% | -36.9% | -33.7% |
| YTD | +61.7% | +16.6% | +45.2% | +42.1% |
| 1Y | +148.3% | +22.1% | +126.2% | +108.1% |
| 3Y | +1,408.5% | +64.7% | +1,343.8% | +801.5% |
| All | +1,408.5% | +63.1% | +1,345.4% | +801.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling