+3,586.8%
LITE vs AMT
+168.7%
+3,418.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.0% | -11.9% | -8.6% |
| 7D | -31.4% | +6.0% | -37.5% | -32.2% |
| 30D | -42.6% | +20.1% | -62.7% | -44.7% |
| 3M | -26.2% | +12.4% | -38.6% | -28.1% |
| 6M | -35.8% | +9.9% | -45.7% | -37.6% |
| YTD | +70.0% | +14.4% | +55.7% | +62.4% |
| 1Y | +232.7% | +12.4% | +220.3% | +219.1% |
| 3Y | +1,365.7% | +13.7% | +1,352.1% | +1,214.6% |
| 5Y | +609.5% | -17.8% | +627.3% | +610.3% |
| 10Y | +1,721.9% | +123.8% | +1,598.1% | +1,296.2% |
| All | +3,586.8% | +168.7% | +3,418.0% | +2,675.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling