+1,618.0%
LITE vs APH
+948.2%
+669.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.2% | +2.5% | +2.8% |
| 7D | -12.9% | +1.1% | -14.0% | -12.9% |
| 30D | -46.0% | -7.5% | -38.5% | -40.7% |
| 3M | -33.0% | -4.4% | -28.6% | -28.4% |
| 6M | -34.0% | +26.5% | -60.5% | -47.0% |
| YTD | +61.7% | +20.0% | +41.7% | +27.9% |
| 1Y | +148.3% | +16.9% | +131.4% | +106.5% |
| 3Y | +1,408.5% | +288.5% | +1,120.0% | +298.8% |
| 5Y | +546.2% | +310.3% | +235.9% | +60.9% |
| All | +1,618.0% | +948.2% | +669.9% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling