+901.5%
LITE vs APA
+156.4%
+745.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.7% |
| 7D | -1.5% | +0.5% | -2.1% | -1.7% |
| 30D | +6.7% | +23.4% | -16.7% | +1.3% |
| 3M | -6.8% | +12.7% | -19.4% | -9.9% |
| 6M | +29.4% | +39.4% | -10.0% | +17.2% |
| YTD | +139.1% | +79.0% | +60.1% | +101.8% |
| 1Y | +521.0% | +88.8% | +432.2% | +413.0% |
| 3Y | +1,535.3% | +6.4% | +1,528.9% | +1,335.0% |
| All | +901.5% | +156.4% | +745.2% | +647.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling