+446.1%
LITE vs AMT
-18.8%
+464.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.4% | -18.2% | -18.7% |
| 7D | -44.6% | +4.4% | -48.9% | -44.4% |
| 30D | -55.0% | +17.7% | -72.8% | -54.6% |
| 3M | -38.3% | +16.7% | -55.0% | -37.8% |
| 6M | -48.8% | +11.1% | -59.9% | -48.3% |
| YTD | +38.3% | +13.9% | +24.4% | +39.0% |
| 1Y | +119.0% | +12.5% | +106.5% | +120.3% |
| 3Y | +1,092.0% | +13.2% | +1,078.8% | +1,014.3% |
| 5Y | +446.1% | -17.9% | +463.9% | +451.7% |
| All | +446.1% | -18.8% | +464.8% | +451.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling