+232.7%
LITE vs AR
+14.7%
+218.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.3% | -1.6% | -7.1% |
| 7D | -31.4% | -11.1% | -20.3% | -30.6% |
| 30D | -42.6% | +7.9% | -50.5% | -42.2% |
| 3M | -26.2% | +4.9% | -31.1% | -26.3% |
| 6M | -35.8% | -5.3% | -30.5% | -34.1% |
| YTD | +70.0% | +8.6% | +61.4% | +62.8% |
| 1Y | +232.7% | +13.7% | +219.1% | +205.5% |
| All | +232.7% | +14.7% | +218.0% | +205.5% |
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