+1,533.3%
LITE vs APTV
-26.1%
+1,559.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.2% | +9.5% | +10.2% |
| 7D | -12.9% | -9.8% | -3.1% | -9.1% |
| 30D | -46.0% | -8.9% | -37.1% | -43.8% |
| 3M | -33.0% | -19.5% | -13.6% | -27.3% |
| 6M | -34.0% | -31.1% | -2.9% | -25.4% |
| YTD | +61.7% | -47.5% | +109.3% | +101.8% |
| 1Y | +148.3% | -52.3% | +200.6% | +223.6% |
| 3Y | +1,408.5% | -45.2% | +1,453.7% | +1,710.1% |
| 5Y | +546.2% | -76.9% | +623.0% | +974.7% |
| 10Y | +1,533.3% | -25.1% | +1,558.4% | +1,562.1% |
| All | +1,533.3% | -26.1% | +1,559.4% | +1,562.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling