+3,068.2%
LITE vs APTV
-36.2%
+3,104.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.1% | +7.0% |
| 7D | -35.9% | -10.2% | -25.7% | -33.2% |
| 30D | -51.5% | -10.8% | -40.7% | -49.3% |
| 3M | -35.7% | -14.8% | -20.9% | -32.0% |
| 6M | -43.0% | -30.6% | -12.4% | -36.1% |
| YTD | +46.1% | -48.2% | +94.3% | +81.4% |
| 1Y | +124.7% | -52.0% | +176.7% | +188.3% |
| 3Y | +1,172.1% | -47.0% | +1,219.1% | +1,438.0% |
| 5Y | +477.0% | -77.5% | +554.5% | +843.6% |
| 10Y | +1,465.7% | -27.0% | +1,492.6% | +1,499.9% |
| All | +3,068.2% | -36.2% | +3,104.4% | +3,168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling