+5,083.9%
LITE vs AU
+1,829.9%
+3,254.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.2% |
| 7D | -1.5% | -3.6% | +2.1% | -1.2% |
| 30D | +6.7% | +23.9% | -17.2% | +4.5% |
| 3M | -6.8% | +19.1% | -25.8% | -8.5% |
| 6M | +29.4% | -0.2% | +29.6% | +28.6% |
| YTD | +139.1% | +32.5% | +106.6% | +132.4% |
| 1Y | +521.0% | +96.9% | +424.1% | +490.8% |
| 3Y | +1,535.3% | +614.7% | +920.6% | +1,348.7% |
| 5Y | +889.8% | +647.7% | +242.1% | +768.2% |
| 10Y | +2,400.7% | +679.2% | +1,721.5% | +2,131.0% |
| All | +5,083.9% | +1,829.9% | +3,254.0% | +5,608.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling