-48.8%
LITE vs APP
-25.8%
-22.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +31.0% | -49.7% | -13.4% |
| 7D | -44.6% | +39.7% | -84.3% | -40.9% |
| 30D | -55.0% | +27.7% | -82.8% | -51.9% |
| 3M | -38.3% | -14.8% | -23.5% | -33.0% |
| 6M | -48.8% | -25.5% | -23.2% | -41.3% |
| All | -48.8% | -25.8% | -22.9% | -41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling