+232.7%
LITE vs ARM
+18.4%
+214.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.3% | -2.6% | -5.3% |
| 7D | -31.4% | -18.7% | -12.7% | -23.9% |
| 30D | -42.6% | -36.7% | -5.9% | -28.5% |
| 3M | -26.2% | -31.6% | +5.4% | -12.0% |
| 6M | -35.8% | -5.6% | -30.2% | -33.3% |
| YTD | +70.0% | +75.5% | -5.4% | +12.2% |
| 1Y | +232.7% | +19.3% | +213.4% | +361.5% |
| All | +232.7% | +18.4% | +214.3% | +361.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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