+124.7%
LITE vs APP
-39.9%
+164.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.9% | -4.2% | +5.8% |
| 7D | -35.9% | +71.2% | -107.1% | -36.5% |
| 30D | -51.5% | +39.1% | -90.6% | -50.9% |
| 3M | -35.7% | +16.5% | -52.3% | -33.9% |
| 6M | -43.0% | -16.6% | -26.4% | -39.2% |
| YTD | +46.1% | -41.9% | +88.1% | +91.1% |
| 1Y | +124.7% | -37.0% | +161.8% | +175.6% |
| All | +124.7% | -39.9% | +164.7% | +175.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling