+2,898.2%
LITE vs AME
+336.0%
+2,562.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.9% | -12.7% | -13.7% |
| 7D | -44.6% | -11.4% | -33.1% | -38.1% |
| 30D | -55.0% | -12.1% | -42.9% | -49.2% |
| 3M | -38.3% | -12.3% | -26.0% | -29.9% |
| 6M | -48.8% | -4.6% | -44.1% | -45.3% |
| YTD | +38.3% | +9.1% | +29.2% | +34.9% |
| 1Y | +119.0% | +13.3% | +105.7% | +108.6% |
| 3Y | +1,092.0% | +58.2% | +1,033.8% | +810.3% |
| 5Y | +446.1% | +63.4% | +382.6% | +305.3% |
| 10Y | +1,381.7% | +436.7% | +945.0% | +512.1% |
| All | +2,898.2% | +336.0% | +2,562.2% | +1,093.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling