+1,402.3%
LITE vs AR
+44.3%
+1,358.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.8% |
| 7D | -35.9% | -14.3% | -21.7% | -34.1% |
| 30D | -51.5% | +1.4% | -53.0% | -51.6% |
| 3M | -35.7% | +3.4% | -39.1% | -36.3% |
| 6M | -43.0% | -2.1% | -40.9% | -43.1% |
| YTD | +46.1% | +4.7% | +41.4% | +43.4% |
| 1Y | +124.7% | +10.6% | +114.1% | +118.9% |
| 3Y | +1,172.1% | +24.6% | +1,147.5% | +1,119.3% |
| 5Y | +477.0% | +71.9% | +405.1% | +414.1% |
| All | +1,402.3% | +44.3% | +1,358.0% | +1,379.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling