+119.0%
LITE vs APH
+5.6%
+113.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.3% | -9.3% | -11.3% |
| 7D | -44.6% | -12.7% | -31.9% | -37.8% |
| 30D | -55.0% | -19.2% | -35.9% | -46.4% |
| 3M | -38.3% | -16.7% | -21.6% | -27.7% |
| 6M | -48.8% | +5.1% | -53.9% | -46.5% |
| YTD | +38.3% | +6.6% | +31.7% | +10.7% |
| 1Y | +119.0% | +3.9% | +115.1% | +90.9% |
| All | +119.0% | +5.6% | +113.4% | +90.9% |
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