+490.8%
LITE vs AU
+465.1%
+25.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.0% | +0.7% | +4.7% |
| 7D | -35.9% | +16.5% | -52.5% | -38.0% |
| 30D | -51.5% | +3.3% | -54.8% | -51.8% |
| 3M | -35.7% | +6.8% | -42.6% | -36.7% |
| 6M | -43.0% | -3.9% | -39.0% | -43.1% |
| YTD | +46.1% | +12.9% | +33.2% | +41.9% |
| 1Y | +124.7% | +43.5% | +81.2% | +112.5% |
| 3Y | +1,172.1% | +445.5% | +726.5% | +938.1% |
| All | +490.8% | +465.1% | +25.7% | +374.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling