+1,402.3%
LITE vs APA
0.0%
+1,402.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.0% | +5.2% |
| 7D | -35.9% | -15.5% | -20.4% | -33.8% |
| 30D | -51.5% | +2.4% | -53.9% | -51.6% |
| 3M | -35.7% | +22.8% | -58.5% | -38.2% |
| 6M | -43.0% | +17.9% | -60.9% | -45.0% |
| YTD | +46.1% | +87.7% | -41.6% | +27.8% |
| 1Y | +124.7% | +94.2% | +30.5% | +95.1% |
| 3Y | +1,172.1% | +27.2% | +1,144.8% | +1,054.5% |
| 5Y | +477.0% | +74.1% | +402.9% | +384.3% |
| All | +1,402.3% | 0.0% | +1,402.3% | +1,121.0% |
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