+490.8%
LITE vs AA
-15.4%
+506.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.6% |
| 7D | -35.9% | +0.9% | -36.8% | -36.0% |
| 30D | -51.5% | -6.7% | -44.8% | -50.0% |
| 3M | -35.7% | -16.3% | -19.4% | -31.4% |
| 6M | -43.0% | -37.1% | -5.9% | -32.7% |
| YTD | +46.1% | -25.0% | +71.1% | +59.7% |
| 1Y | +124.7% | +8.6% | +116.1% | +116.3% |
| 3Y | +1,172.1% | +57.2% | +1,114.8% | +968.7% |
| All | +490.8% | -15.4% | +506.2% | +444.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling