+2,331.0%
LITE vs AMT
+96.2%
+2,234.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +6.7% | +4.6% | +2.0% | +5.6% |
| 3M | -6.8% | -8.4% | +1.7% | -5.5% |
| 6M | +29.4% | -6.0% | +35.5% | +30.1% |
| YTD | +139.1% | +2.1% | +137.0% | +133.9% |
| 1Y | +521.0% | -6.4% | +527.4% | +520.3% |
| 3Y | +1,535.3% | +8.1% | +1,527.2% | +1,353.2% |
| 5Y | +889.8% | -31.9% | +921.8% | +951.3% |
| All | +2,331.0% | +96.2% | +2,234.8% | +1,744.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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