+447.8%
LITE vs APP
+408.7%
+39.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +31.0% | -49.7% | -24.5% |
| 7D | -44.6% | +39.7% | -84.3% | -49.4% |
| 30D | -55.0% | +27.7% | -82.8% | -58.2% |
| 3M | -38.3% | -14.8% | -23.5% | -38.2% |
| 6M | -48.8% | -25.5% | -23.2% | -47.8% |
| YTD | +38.3% | -47.2% | +85.4% | +47.6% |
| 1Y | +119.0% | -42.3% | +161.3% | +129.8% |
| 3Y | +1,092.0% | +806.8% | +285.2% | +585.5% |
| 5Y | +446.1% | +261.6% | +184.4% | +247.2% |
| All | +447.8% | +408.7% | +39.1% | +197.0% |
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