+1,358.0%
LITE vs AA
+67.6%
+1,290.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.6% |
| 7D | +10.8% | +0.5% | +10.3% | +10.8% |
| 30D | -33.4% | -0.6% | -32.8% | -32.7% |
| 3M | -32.2% | -19.7% | -12.6% | -24.2% |
| 6M | -42.1% | -41.6% | -0.5% | -25.5% |
| YTD | +61.9% | -24.6% | +86.5% | +79.6% |
| 1Y | +163.0% | +4.9% | +158.1% | +147.5% |
| 3Y | +1,358.0% | +66.8% | +1,291.2% | +920.1% |
| All | +1,358.0% | +67.6% | +1,290.4% | +920.1% |
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