+1,670.7%
LITE vs APA
+4.1%
+1,666.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +10.0% |
| 7D | +3.4% | +5.1% | -1.7% | +2.6% |
| 30D | -34.9% | +0.3% | -35.2% | -34.7% |
| 3M | -21.0% | +15.6% | -36.7% | -23.1% |
| 6M | -38.5% | +28.9% | -67.4% | -41.6% |
| YTD | +75.8% | +96.6% | -20.7% | +52.6% |
| 1Y | +156.7% | +95.5% | +61.2% | +122.7% |
| 3Y | +1,498.6% | +41.8% | +1,456.8% | +1,325.4% |
| 5Y | +610.9% | +85.4% | +525.5% | +490.5% |
| 10Y | +1,670.7% | +4.5% | +1,666.1% | +1,337.8% |
| All | +1,670.7% | +4.1% | +1,666.5% | +1,337.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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