+1,380.3%
LITE vs ARM
+255.3%
+1,125.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.3% | -2.6% | -6.0% |
| 7D | -31.4% | -18.7% | -12.7% | -26.1% |
| 30D | -42.6% | -36.7% | -5.9% | -32.6% |
| 3M | -26.2% | -31.6% | +5.4% | -15.9% |
| 6M | -35.8% | -5.6% | -30.2% | -34.5% |
| YTD | +70.0% | +75.5% | -5.4% | +43.4% |
| 1Y | +232.7% | +19.3% | +213.4% | +212.7% |
| All | +1,380.3% | +255.3% | +1,125.0% | +1,263.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling