+1,499.9%
LITE vs APA
+0.5%
+1,499.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | -13.9% | -5.5% | -8.4% | -12.9% |
| 30D | -46.9% | -1.2% | -45.8% | -46.7% |
| 3M | -28.0% | +10.6% | -38.6% | -29.4% |
| 6M | -35.2% | +28.4% | -63.6% | -38.5% |
| YTD | +58.9% | +89.7% | -30.9% | +38.7% |
| 1Y | +125.3% | +90.6% | +34.7% | +96.2% |
| 3Y | +1,344.4% | +36.9% | +1,307.5% | +1,195.4% |
| 5Y | +541.2% | +83.2% | +457.9% | +433.7% |
| All | +1,499.9% | +0.5% | +1,499.4% | +1,206.7% |
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