+129.4%
LITE vs APD
+21.8%
+107.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.6% | +10.7% |
| 7D | -12.9% | -1.6% | -11.3% | -12.9% |
| 30D | -46.0% | +10.6% | -56.6% | -45.6% |
| 3M | -33.0% | +2.5% | -35.5% | -32.6% |
| 6M | -34.0% | +6.0% | -40.0% | -33.4% |
| YTD | +61.7% | +28.4% | +33.3% | +63.9% |
| All | +129.4% | +21.8% | +107.6% | +132.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling