+901.5%
LITE vs AME
+82.5%
+819.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +2.4% |
| 7D | -1.5% | +0.6% | -2.2% | -2.1% |
| 30D | +6.7% | -6.7% | +13.3% | +15.2% |
| 3M | -6.8% | +4.1% | -10.8% | -9.4% |
| 6M | +29.4% | +1.6% | +27.9% | +29.7% |
| YTD | +139.1% | +16.1% | +122.9% | +110.8% |
| 1Y | +521.0% | +27.3% | +493.7% | +398.6% |
| 3Y | +1,535.3% | +50.9% | +1,484.4% | +1,049.4% |
| All | +901.5% | +82.5% | +819.1% | +481.9% |
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