+1,533.3%
LITE vs AA
+64.5%
+1,468.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.8% | +4.9% | +8.8% |
| 7D | -12.9% | +4.8% | -17.7% | -13.9% |
| 30D | -46.0% | -0.6% | -45.3% | -45.6% |
| 3M | -33.0% | -16.3% | -16.8% | -29.1% |
| 6M | -34.0% | -33.4% | -0.6% | -25.0% |
| YTD | +61.7% | -20.7% | +82.4% | +72.1% |
| 1Y | +148.3% | +12.9% | +135.4% | +137.4% |
| 3Y | +1,408.5% | +75.7% | +1,332.8% | +1,140.3% |
| 5Y | +546.2% | -6.8% | +553.0% | +477.0% |
| 10Y | +1,533.3% | +53.6% | +1,479.7% | +904.0% |
| All | +1,533.3% | +64.5% | +1,468.9% | +904.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling