+29.4%
LITE vs APO
+25.2%
+4.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.0% |
| 7D | -1.5% | -1.0% | -0.5% | -1.4% |
| 30D | +6.7% | +3.5% | +3.2% | +5.5% |
| 3M | -6.8% | +4.5% | -11.3% | -7.8% |
| 6M | +29.4% | +22.8% | +6.7% | +23.5% |
| All | +29.4% | +25.2% | +4.2% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 6mo: compounded portfolio wealth divided by compounded APO 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…
6mo analysis · Full analysis span regression · 6 months rolling