+490.8%
LITE vs AME
+66.2%
+424.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.1% | +2.8% |
| 7D | -35.9% | -5.2% | -30.8% | -31.3% |
| 30D | -51.5% | -8.0% | -43.5% | -45.7% |
| 3M | -35.7% | -8.9% | -26.8% | -26.9% |
| 6M | -43.0% | -5.0% | -38.0% | -37.5% |
| YTD | +46.1% | +11.9% | +34.2% | +37.2% |
| 1Y | +124.7% | +16.6% | +108.1% | +103.6% |
| 3Y | +1,172.1% | +62.5% | +1,109.6% | +768.2% |
| All | +490.8% | +66.2% | +424.6% | +267.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling