+1,563.7%
LITE vs APP
+650.6%
+913.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.4% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | +6.7% | -23.3% | +29.9% | +13.2% |
| 3M | -6.8% | -42.6% | +35.9% | +6.4% |
| 6M | +29.4% | -33.6% | +63.0% | +39.4% |
| YTD | +139.1% | -52.4% | +191.5% | +176.3% |
| 1Y | +521.0% | -35.9% | +556.9% | +550.3% |
| All | +1,563.7% | +650.6% | +913.1% | +679.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling