+504.1%
LITE vs AMRZ
-17.5%
+521.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.7% |
| 7D | -35.9% | +1.2% | -37.1% | -35.9% |
| 30D | -51.5% | +15.1% | -66.6% | -52.1% |
| 3M | -35.7% | -18.1% | -17.7% | -33.8% |
| 6M | -43.0% | -23.5% | -19.5% | -40.4% |
| YTD | +46.1% | -21.6% | +67.7% | +50.5% |
| 1Y | +124.7% | -14.7% | +139.5% | +122.2% |
| All | +504.1% | -17.5% | +521.5% | +489.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling