+2,898.2%
LITE vs APA
+21.7%
+2,876.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.4% | -18.3% |
| 7D | -44.6% | -15.6% | -29.0% | -42.8% |
| 30D | -55.0% | -0.9% | -54.1% | -54.9% |
| 3M | -38.3% | +26.1% | -64.4% | -40.8% |
| 6M | -48.8% | +6.1% | -54.8% | -49.6% |
| YTD | +38.3% | +82.8% | -44.6% | +22.7% |
| 1Y | +119.0% | +106.5% | +12.5% | +90.0% |
| 3Y | +1,092.0% | +21.9% | +1,070.1% | +996.9% |
| 5Y | +446.1% | +69.7% | +376.4% | +367.0% |
| 10Y | +1,381.7% | 0.0% | +1,381.7% | +1,048.2% |
| All | +2,898.2% | +21.7% | +2,876.5% | +2,115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling