+1,568.0%
LITE vs APD
+191.6%
+1,376.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.8% |
| 7D | +22.6% | +2.2% | +20.4% | +21.3% |
| 30D | -36.8% | +9.4% | -46.2% | -39.7% |
| 3M | -33.0% | +4.7% | -37.7% | -34.9% |
| 6M | -37.1% | +5.5% | -42.5% | -39.7% |
| YTD | +69.5% | +31.4% | +38.1% | +43.4% |
| 1Y | +146.1% | +24.1% | +122.0% | +113.6% |
| 3Y | +1,440.8% | +28.8% | +1,412.1% | +1,168.8% |
| 5Y | +580.4% | +15.8% | +564.7% | +479.3% |
| All | +1,568.0% | +191.6% | +1,376.4% | +490.2% |
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