+478.9%
LITE vs APP
+458.9%
+20.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.9% | -4.2% | +3.8% |
| 7D | -35.9% | +71.2% | -107.1% | -44.0% |
| 30D | -51.5% | +39.1% | -90.6% | -55.6% |
| 3M | -35.7% | +16.5% | -52.3% | -39.3% |
| 6M | -43.0% | -16.6% | -26.4% | -43.2% |
| YTD | +46.1% | -41.9% | +88.1% | +53.2% |
| 1Y | +124.7% | -37.0% | +161.8% | +132.0% |
| 3Y | +1,172.1% | +892.4% | +279.6% | +619.0% |
| 5Y | +477.0% | +297.3% | +179.7% | +260.4% |
| All | +478.9% | +458.9% | +20.0% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 10y: compounded portfolio wealth divided by compounded APP 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…
10y analysis · Full analysis span regression · 6 months rolling