+901.5%
LITE vs APD
+27.6%
+874.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.4% |
| 7D | -1.5% | -2.2% | +0.7% | -0.7% |
| 30D | +6.7% | +2.1% | +4.6% | +5.5% |
| 3M | -6.8% | +7.2% | -13.9% | -10.1% |
| 6M | +29.4% | +11.2% | +18.2% | +23.2% |
| YTD | +139.1% | +24.4% | +114.7% | +116.9% |
| 1Y | +521.0% | +6.7% | +514.3% | +497.9% |
| 3Y | +1,535.3% | +9.2% | +1,526.0% | +1,457.0% |
| All | +901.5% | +27.6% | +874.0% | +692.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling