+1,408.5%
LITE vs AA
+67.3%
+1,341.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.8% | +4.9% | +7.8% |
| 7D | -12.9% | +4.8% | -17.7% | -14.5% |
| 30D | -46.0% | -0.6% | -45.3% | -45.4% |
| 3M | -33.0% | -16.3% | -16.8% | -27.2% |
| 6M | -34.0% | -33.4% | -0.6% | -20.5% |
| YTD | +61.7% | -20.7% | +82.4% | +74.7% |
| 1Y | +148.3% | +12.9% | +135.4% | +125.3% |
| 3Y | +1,408.5% | +75.7% | +1,332.8% | +927.6% |
| All | +1,408.5% | +67.3% | +1,341.2% | +927.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling