+610.9%
LITE vs APTV
-77.2%
+688.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.8% |
| 7D | +3.4% | -8.9% | +12.3% | +7.7% |
| 30D | -34.9% | -9.5% | -25.4% | -32.2% |
| 3M | -21.0% | -20.6% | -0.4% | -13.9% |
| 6M | -38.5% | -28.9% | -9.6% | -31.3% |
| YTD | +75.8% | -48.2% | +124.0% | +121.3% |
| 1Y | +156.7% | -51.7% | +208.4% | +234.9% |
| 3Y | +1,498.6% | -48.1% | +1,546.7% | +1,847.0% |
| 5Y | +610.9% | -76.7% | +687.6% | +1,071.1% |
| All | +610.9% | -77.2% | +688.1% | +1,071.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling