Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LITE vs APH✓SelectedUSD · APHLITE vs APH performance historyLatest closeAs of+4.00%09/04
Stock and ETF performance explorer

LITE vs APH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,083.9%
APH return
+1,188.2%
Excess return
+3,895.7%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioAPHExcessAlpha
1D+4.0%+0.9%+3.1%+3.2%
7D-1.5%+5.0%-6.5%-6.1%
30D+6.7%-3.9%+10.5%+10.9%
3M-6.8%+13.0%-19.7%-15.7%
6M+29.4%+25.2%+4.3%+3.9%
YTD+139.1%+22.9%+116.2%+84.2%
1Y+521.0%+47.8%+473.2%+310.2%
3Y+1,535.3%+283.0%+1,252.3%+368.4%
5Y+889.8%+349.7%+540.2%+144.8%
10Y+2,400.7%+1,061.2%+1,339.5%+206.4%
All+5,083.9%+1,188.2%+3,895.7%+461.3%

Cumulative growth

Daily Returns

Daily percentage return beside APH.

Daily Out/Under-Performance

Portfolio return minus APH return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × APH 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling