+1,103.8%
LITE vs ARM
+208.9%
+895.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.1% | -5.6% | -14.0% |
| 7D | -44.6% | -27.1% | -17.4% | -37.5% |
| 30D | -55.0% | -44.9% | -10.1% | -44.2% |
| 3M | -38.3% | -39.3% | +1.0% | -26.1% |
| 6M | -48.8% | -20.2% | -28.6% | -44.3% |
| YTD | +38.3% | +52.5% | -14.2% | +23.3% |
| 1Y | +119.0% | +4.1% | +114.9% | +117.5% |
| All | +1,103.8% | +208.9% | +895.0% | +1,072.7% |
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