+521.0%
LITE vs AA
+63.2%
+457.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +5.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | +6.7% | +5.0% | +1.7% | +3.1% |
| 3M | -6.8% | -35.8% | +29.1% | +13.4% |
| 6M | +29.4% | -18.4% | +47.8% | +38.9% |
| YTD | +139.1% | -5.5% | +144.6% | +133.2% |
| 1Y | +521.0% | +61.0% | +460.0% | +366.2% |
| All | +521.0% | +63.2% | +457.8% | +366.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling