+1,402.3%
LITE vs AMP
+573.8%
+828.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.5% |
| 7D | -35.9% | +2.2% | -38.1% | -36.8% |
| 30D | -51.5% | +2.2% | -53.8% | -52.3% |
| 3M | -35.7% | -10.4% | -25.3% | -32.9% |
| 6M | -43.0% | +5.8% | -48.8% | -46.1% |
| YTD | +46.1% | +3.3% | +42.8% | +38.0% |
| 1Y | +124.7% | +11.1% | +113.6% | +104.3% |
| 3Y | +1,172.1% | +56.0% | +1,116.0% | +891.4% |
| 5Y | +477.0% | +76.1% | +401.0% | +317.8% |
| All | +1,402.3% | +573.8% | +828.5% | +558.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling