+901.5%
LITE vs APTV
-67.9%
+969.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +2.8% |
| 7D | -1.5% | +4.8% | -6.3% | -3.5% |
| 30D | +6.7% | +2.0% | +4.7% | +5.4% |
| 3M | -6.8% | -34.2% | +27.5% | +9.6% |
| 6M | +29.4% | -34.7% | +64.1% | +49.8% |
| YTD | +139.1% | -37.0% | +176.1% | +178.4% |
| 1Y | +521.0% | -40.4% | +561.4% | +646.1% |
| 3Y | +1,535.3% | -54.1% | +1,589.4% | +2,005.5% |
| All | +901.5% | -67.9% | +969.4% | +1,318.4% |
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