+446.1%
LITE vs AME
+62.5%
+383.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.9% | -12.7% | -11.9% |
| 7D | -44.6% | -11.4% | -33.1% | -35.7% |
| 30D | -55.0% | -12.1% | -42.9% | -47.1% |
| 3M | -38.3% | -12.3% | -26.0% | -26.9% |
| 6M | -48.8% | -4.6% | -44.1% | -44.1% |
| YTD | +38.3% | +9.1% | +29.2% | +33.5% |
| 1Y | +119.0% | +13.3% | +105.7% | +104.7% |
| 3Y | +1,092.0% | +58.2% | +1,033.8% | +737.1% |
| 5Y | +446.1% | +63.4% | +382.6% | +251.2% |
| All | +446.1% | +62.5% | +383.5% | +251.2% |
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