+847.2%
LITE vs APP
+357.9%
+489.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.5% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | +6.7% | -23.3% | +29.9% | +12.1% |
| 3M | -6.8% | -42.6% | +35.9% | +4.0% |
| 6M | +29.4% | -33.6% | +63.0% | +37.7% |
| YTD | +139.1% | -52.4% | +191.5% | +167.8% |
| 1Y | +521.0% | -35.9% | +556.9% | +548.0% |
| 3Y | +1,535.3% | +642.2% | +893.1% | +901.3% |
| 5Y | +889.8% | +311.1% | +578.8% | +534.8% |
| All | +847.2% | +357.9% | +489.2% | +438.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling