+2,898.2%
LITE vs AA
+70.6%
+2,827.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.3% | -13.4% | -17.1% |
| 7D | -44.6% | -3.7% | -40.9% | -43.9% |
| 30D | -55.0% | -10.8% | -44.3% | -53.3% |
| 3M | -38.3% | -19.1% | -19.2% | -34.3% |
| 6M | -48.8% | -38.7% | -10.1% | -40.8% |
| YTD | +38.3% | -27.1% | +65.4% | +50.3% |
| 1Y | +119.0% | +8.3% | +110.7% | +113.1% |
| 3Y | +1,092.0% | +49.6% | +1,042.4% | +943.6% |
| 5Y | +446.1% | -15.5% | +461.6% | +409.6% |
| 10Y | +1,381.7% | +60.9% | +1,320.8% | +933.4% |
| All | +2,898.2% | +70.6% | +2,827.6% | +1,811.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling