+446.1%
LITE vs AA
-12.1%
+458.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.3% | -13.4% | -16.7% |
| 7D | -44.6% | -3.7% | -40.9% | -43.7% |
| 30D | -55.0% | -10.8% | -44.3% | -52.9% |
| 3M | -38.3% | -19.1% | -19.2% | -33.4% |
| 6M | -48.8% | -38.7% | -10.1% | -39.0% |
| YTD | +38.3% | -27.1% | +65.4% | +52.7% |
| 1Y | +119.0% | +8.3% | +110.7% | +111.1% |
| 3Y | +1,092.0% | +49.6% | +1,042.4% | +917.2% |
| 5Y | +446.1% | -15.5% | +461.6% | +408.0% |
| All | +446.1% | -12.1% | +458.1% | +408.0% |
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