+124.7%
LITE vs ARM
+4.6%
+120.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +0.9% | +3.2% |
| 7D | -35.9% | -15.2% | -20.7% | -29.4% |
| 30D | -51.5% | -40.7% | -10.8% | -36.8% |
| 3M | -35.7% | -39.1% | +3.4% | -18.0% |
| 6M | -43.0% | -26.4% | -16.5% | -33.1% |
| YTD | +46.1% | +59.7% | -13.6% | +0.8% |
| 1Y | +124.7% | +10.3% | +114.4% | +208.5% |
| All | +124.7% | +4.6% | +120.1% | +208.5% |
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