+124.7%
LITE vs APH
+7.8%
+117.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +2.4% |
| 7D | -35.9% | -5.9% | -30.0% | -32.2% |
| 30D | -51.5% | -14.8% | -36.7% | -44.5% |
| 3M | -35.7% | -12.4% | -23.3% | -27.4% |
| 6M | -43.0% | +8.1% | -51.0% | -41.7% |
| YTD | +46.1% | +10.9% | +35.2% | +13.1% |
| 1Y | +124.7% | +8.8% | +115.9% | +86.9% |
| All | +124.7% | +7.8% | +117.0% | +86.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling