+3,586.8%
LITE vs APH
+1,131.4%
+2,455.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.2% | -1.7% | -2.2% |
| 7D | -31.4% | -2.4% | -29.0% | -30.0% |
| 30D | -42.6% | -9.5% | -33.1% | -36.6% |
| 3M | -26.2% | -7.6% | -18.6% | -19.9% |
| 6M | -35.8% | +12.4% | -48.2% | -42.9% |
| YTD | +70.0% | +17.5% | +52.5% | +37.5% |
| 1Y | +232.7% | +16.4% | +216.3% | +178.4% |
| 3Y | +1,365.7% | +281.6% | +1,084.1% | +325.0% |
| 5Y | +609.5% | +317.7% | +291.7% | +89.2% |
| 10Y | +1,721.9% | +967.8% | +754.1% | +136.9% |
| All | +3,586.8% | +1,131.4% | +2,455.3% | +319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling