+2,331.0%
LITE vs APH
+454.1%
+1,877.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -47.8% | +44.1% | +32.4% |
| 7D | -7.8% | -48.7% | +40.9% | +28.9% |
| 30D | +6.7% | -51.9% | +58.6% | +59.5% |
| 3M | -6.8% | -43.6% | +36.8% | +20.6% |
| 6M | +29.4% | -37.5% | +67.0% | +47.7% |
| YTD | +139.1% | -38.6% | +177.7% | +160.7% |
| 1Y | +521.0% | -26.3% | +547.3% | +475.6% |
| 3Y | +1,535.3% | +89.2% | +1,446.1% | +522.2% |
| 5Y | +889.8% | +119.8% | +770.0% | +223.0% |
| All | +2,331.0% | +454.1% | +1,877.0% | +145.2% |
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