+1,402.3%
LITE vs APTV
-28.3%
+1,430.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.1% | +7.1% |
| 7D | -35.9% | -10.2% | -25.7% | -33.1% |
| 30D | -51.5% | -10.8% | -40.7% | -49.2% |
| 3M | -35.7% | -14.8% | -20.9% | -31.9% |
| 6M | -43.0% | -30.6% | -12.4% | -35.8% |
| YTD | +46.1% | -48.2% | +94.3% | +83.0% |
| 1Y | +124.7% | -52.0% | +176.7% | +191.4% |
| 3Y | +1,172.1% | -47.0% | +1,219.1% | +1,447.5% |
| 5Y | +477.0% | -77.5% | +554.5% | +868.8% |
| All | +1,402.3% | -28.3% | +1,430.6% | +1,433.6% |
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