+562.5%
LITE vs APA
+94.1%
+468.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.9% |
| 7D | +10.8% | +8.5% | +2.2% | +8.7% |
| 30D | -33.4% | +2.8% | -36.2% | -33.6% |
| 3M | -32.2% | +21.7% | -53.9% | -35.2% |
| 6M | -42.1% | +32.6% | -74.7% | -46.2% |
| YTD | +61.9% | +103.7% | -41.8% | +32.3% |
| 1Y | +163.0% | +101.8% | +61.2% | +115.3% |
| 3Y | +1,358.0% | +48.1% | +1,310.0% | +1,094.5% |
| All | +562.5% | +94.1% | +468.4% | +423.6% |
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