+521.0%
LITE vs AR
+22.7%
+498.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.1% |
| 7D | -1.5% | +2.5% | -4.0% | -2.0% |
| 30D | +6.7% | +14.8% | -8.1% | +3.3% |
| 3M | -6.8% | +6.2% | -13.0% | -7.6% |
| 6M | +29.4% | +4.3% | +25.2% | +27.7% |
| YTD | +139.1% | +14.4% | +124.7% | +124.3% |
| 1Y | +521.0% | +21.3% | +499.7% | +488.0% |
| All | +521.0% | +22.7% | +498.3% | +488.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling