+573.6%
LITE vs APP
+288.2%
+285.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +10.7% | -18.5% | -10.1% |
| 7D | -31.4% | +4.5% | -36.0% | -32.3% |
| 30D | -42.6% | -3.6% | -39.0% | -42.3% |
| 3M | -26.2% | -35.3% | +9.0% | -20.3% |
| 6M | -35.8% | -42.8% | +7.0% | -29.6% |
| YTD | +70.0% | -59.7% | +129.7% | +95.6% |
| 1Y | +232.7% | -55.4% | +288.1% | +275.3% |
| 3Y | +1,365.7% | +592.0% | +773.7% | +808.4% |
| 5Y | +609.5% | +175.7% | +433.7% | +386.3% |
| All | +573.6% | +288.2% | +285.4% | +293.6% |
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 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