+1,402.3%
LITE vs APD
+185.9%
+1,216.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.4% |
| 7D | -35.9% | -3.7% | -32.3% | -34.6% |
| 30D | -51.5% | +9.6% | -61.1% | -53.9% |
| 3M | -35.7% | +1.6% | -37.4% | -36.8% |
| 6M | -43.0% | +2.2% | -45.1% | -44.4% |
| YTD | +46.1% | +25.9% | +20.3% | +26.3% |
| 1Y | +124.7% | +20.1% | +104.6% | +98.0% |
| 3Y | +1,172.1% | +12.4% | +1,159.7% | +1,026.1% |
| 5Y | +477.0% | +11.1% | +465.9% | +401.3% |
| All | +1,402.3% | +185.9% | +1,216.4% | +538.8% |
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