-38.3%
LITE vs AA
-19.3%
-19.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.3% | -13.4% | -15.8% |
| 7D | -44.6% | -3.7% | -40.9% | -42.9% |
| 30D | -55.0% | -10.8% | -44.3% | -52.7% |
| 3M | -38.3% | -19.1% | -19.2% | -32.6% |
| All | -38.3% | -19.3% | -19.0% | -32.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling