+1,493.1%
LITE vs APTV
-27.4%
+1,520.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | +10.8% | -1.7% | +12.5% | +11.6% |
| 30D | -33.4% | -11.6% | -21.8% | -29.9% |
| 3M | -32.2% | -21.2% | -11.0% | -25.6% |
| 6M | -42.1% | -28.5% | -13.6% | -35.4% |
| YTD | +61.9% | -49.1% | +110.9% | +104.5% |
| 1Y | +163.0% | -52.2% | +215.2% | +241.9% |
| 3Y | +1,358.0% | -48.6% | +1,406.6% | +1,699.3% |
| 5Y | +549.9% | -77.3% | +627.2% | +990.6% |
| All | +1,493.1% | -27.4% | +1,520.5% | +1,488.3% |
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