+901.5%
LITE vs AA
+10.5%
+891.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.7% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | +6.7% | +5.0% | +1.7% | +4.3% |
| 3M | -6.8% | -35.8% | +29.1% | +7.8% |
| 6M | +29.4% | -18.4% | +47.8% | +36.8% |
| YTD | +139.1% | -5.5% | +144.6% | +139.1% |
| 1Y | +521.0% | +61.0% | +460.0% | +421.7% |
| 3Y | +1,535.3% | +66.2% | +1,469.1% | +1,219.5% |
| All | +901.5% | +10.5% | +891.1% | +759.4% |
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