+521.0%
LITE vs ARM
+92.2%
+428.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | +0.1% | +2.2% |
| 7D | -1.5% | +5.5% | -7.0% | -3.9% |
| 30D | +6.7% | -8.2% | +14.8% | +11.1% |
| 3M | -6.8% | -35.9% | +29.2% | +9.8% |
| 6M | +29.4% | +103.1% | -73.7% | -14.5% |
| YTD | +139.1% | +130.6% | +8.5% | +43.5% |
| 1Y | +521.0% | +86.1% | +434.9% | +350.0% |
| All | +521.0% | +92.2% | +428.8% | +350.0% |
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