+2,331.0%
LITE vs APD
+164.4%
+2,166.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.5% |
| 7D | -1.5% | -2.2% | +0.7% | -0.3% |
| 30D | +6.7% | +2.1% | +4.6% | +5.0% |
| 3M | -6.8% | +7.2% | -13.9% | -11.4% |
| 6M | +29.4% | +11.2% | +18.2% | +20.7% |
| YTD | +139.1% | +24.4% | +114.7% | +108.7% |
| 1Y | +521.0% | +6.7% | +514.3% | +484.8% |
| 3Y | +1,535.3% | +9.2% | +1,526.0% | +1,378.4% |
| 5Y | +889.8% | +27.4% | +862.5% | +682.3% |
| All | +2,331.0% | +164.4% | +2,166.7% | +868.3% |
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