+446.1%
LITE vs APH
+274.6%
+171.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.3% | -9.3% | -9.7% |
| 7D | -44.6% | -12.7% | -31.9% | -36.3% |
| 30D | -55.0% | -19.2% | -35.9% | -43.9% |
| 3M | -38.3% | -16.7% | -21.6% | -25.0% |
| 6M | -48.8% | +5.1% | -53.9% | -50.8% |
| YTD | +38.3% | +6.6% | +31.7% | +21.4% |
| 1Y | +119.0% | +3.9% | +115.1% | +102.4% |
| 3Y | +1,092.0% | +246.0% | +846.0% | +235.9% |
| 5Y | +446.1% | +268.0% | +178.1% | +41.1% |
| All | +446.1% | +274.6% | +171.5% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling