+1,103.8%
LITE vs APD
+13.4%
+1,090.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.7% | -18.0% |
| 7D | -44.6% | -0.7% | -43.8% | -44.4% |
| 30D | -55.0% | +10.1% | -65.2% | -56.1% |
| 3M | -38.3% | +4.9% | -43.2% | -39.2% |
| 6M | -48.8% | +2.5% | -51.2% | -49.2% |
| YTD | +38.3% | +27.8% | +10.5% | +27.9% |
| 1Y | +119.0% | +32.9% | +86.1% | +98.6% |
| All | +1,103.8% | +13.4% | +1,090.5% | +1,095.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling