+1,533.3%
LITE vs APD
+192.6%
+1,340.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.6% | +9.6% |
| 7D | -12.9% | -1.6% | -11.3% | -12.0% |
| 30D | -46.0% | +10.6% | -56.6% | -48.8% |
| 3M | -33.0% | +2.5% | -35.5% | -34.4% |
| 6M | -34.0% | +6.0% | -40.0% | -36.9% |
| YTD | +61.7% | +28.4% | +33.3% | +38.5% |
| 1Y | +148.3% | +22.2% | +126.1% | +117.1% |
| 3Y | +1,408.5% | +26.6% | +1,381.9% | +1,153.8% |
| 5Y | +546.2% | +11.8% | +534.4% | +461.8% |
| 10Y | +1,533.3% | +187.8% | +1,345.5% | +590.3% |
| All | +1,533.3% | +192.6% | +1,340.8% | +590.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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