+3,068.2%
LITE vs AU
+1,545.4%
+1,522.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.0% | +0.7% | +5.2% |
| 7D | -35.9% | +16.5% | -52.5% | -37.0% |
| 30D | -51.5% | +3.3% | -54.8% | -51.7% |
| 3M | -35.7% | +6.8% | -42.6% | -36.2% |
| 6M | -43.0% | -3.9% | -39.0% | -43.0% |
| YTD | +46.1% | +12.9% | +33.2% | +44.2% |
| 1Y | +124.7% | +43.5% | +81.2% | +118.8% |
| 3Y | +1,172.1% | +445.5% | +726.5% | +1,048.7% |
| 5Y | +477.0% | +469.0% | +8.1% | +415.6% |
| 10Y | +1,465.7% | +698.3% | +767.3% | +1,336.5% |
| All | +3,068.2% | +1,545.4% | +1,522.8% | +3,440.6% |
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