+901.5%
LITE vs AR
+143.7%
+757.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | -1.5% | +2.5% | -4.0% | -2.2% |
| 30D | +6.7% | +14.8% | -8.1% | +2.8% |
| 3M | -6.8% | +6.2% | -13.0% | -8.6% |
| 6M | +29.4% | +4.3% | +25.2% | +26.9% |
| YTD | +139.1% | +14.4% | +124.7% | +127.6% |
| 1Y | +521.0% | +21.3% | +499.7% | +483.1% |
| 3Y | +1,535.3% | +39.8% | +1,495.5% | +1,414.8% |
| All | +901.5% | +143.7% | +757.8% | +777.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling