-26.2%
LITE vs AMT
+15.5%
-41.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.0% | -11.9% | -6.5% |
| 7D | -31.4% | +6.0% | -37.5% | -30.2% |
| 30D | -42.6% | +20.1% | -62.7% | -42.1% |
| 3M | -26.2% | +12.4% | -38.6% | -26.0% |
| All | -26.2% | +15.5% | -41.7% | -26.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling