+1,016.5%
LITE vs ARM
+211.3%
+805.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +0.9% | +4.0% |
| 7D | -35.9% | -15.2% | -20.7% | -31.5% |
| 30D | -51.5% | -40.7% | -10.8% | -41.4% |
| 3M | -35.7% | -39.1% | +3.4% | -23.4% |
| 6M | -43.0% | -26.4% | -16.5% | -36.5% |
| YTD | +46.1% | +59.7% | -13.6% | +28.4% |
| 1Y | +124.7% | +10.3% | +114.4% | +119.0% |
| 3Y | +1,172.1% | +228.9% | +943.2% | +1,156.8% |
| All | +1,016.5% | +211.3% | +805.2% | +1,011.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling