+1,870.5%
LITE vs AU
+624.5%
+1,246.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.1% | +12.2% | +11.3% |
| 7D | +12.6% | -0.3% | +12.9% | +12.6% |
| 30D | +9.9% | +12.8% | -2.8% | +6.3% |
| 3M | +9.3% | +28.5% | -19.2% | +1.8% |
| 6M | +75.2% | +4.8% | +70.4% | +70.2% |
| YTD | +165.5% | +31.0% | +134.5% | +144.7% |
| 1Y | +555.0% | +81.4% | +473.5% | +473.6% |
| 3Y | +1,870.5% | +618.4% | +1,252.0% | +1,215.7% |
| All | +1,870.5% | +624.5% | +1,246.0% | +1,215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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