+446.1%
LITE vs AR
+75.2%
+370.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.9% | -18.0% |
| 7D | -44.6% | -11.7% | -32.9% | -42.7% |
| 30D | -55.0% | +1.8% | -56.9% | -55.1% |
| 3M | -38.3% | +6.0% | -44.3% | -39.5% |
| 6M | -48.8% | -7.0% | -41.7% | -48.2% |
| YTD | +38.3% | +5.6% | +32.7% | +33.8% |
| 1Y | +119.0% | +10.8% | +108.2% | +109.8% |
| 3Y | +1,092.0% | +19.3% | +1,072.7% | +1,033.9% |
| 5Y | +446.1% | +73.3% | +372.7% | +386.7% |
| All | +446.1% | +75.2% | +370.9% | +386.7% |
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