+1,103.8%
LITE vs AA
+48.6%
+1,055.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.3% | -13.4% | -16.0% |
| 7D | -44.6% | -3.7% | -40.9% | -43.4% |
| 30D | -55.0% | -10.8% | -44.3% | -52.2% |
| 3M | -38.3% | -19.1% | -19.2% | -31.8% |
| 6M | -48.8% | -38.7% | -10.1% | -35.6% |
| YTD | +38.3% | -27.1% | +65.4% | +55.6% |
| 1Y | +119.0% | +8.3% | +110.7% | +102.4% |
| All | +1,103.8% | +48.6% | +1,055.3% | +778.3% |
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