+1,533.3%
LITE vs AAL
-64.0%
+1,597.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.4% | +3.3% | +8.7% |
| 7D | -12.9% | +8.3% | -21.1% | -14.6% |
| 30D | -46.0% | +11.0% | -56.9% | -47.5% |
| 3M | -33.0% | -11.2% | -21.9% | -31.0% |
| 6M | -34.0% | +6.1% | -40.1% | -36.1% |
| YTD | +61.7% | -7.6% | +69.4% | +61.2% |
| 1Y | +148.3% | +3.7% | +144.5% | +139.3% |
| 3Y | +1,408.5% | +20.5% | +1,388.0% | +1,257.4% |
| 5Y | +546.2% | -36.4% | +582.6% | +550.0% |
| 10Y | +1,533.3% | -65.4% | +1,598.8% | +1,829.5% |
| All | +1,533.3% | -64.0% | +1,597.4% | +1,829.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 10y: compounded portfolio wealth divided by compounded AAL 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…
10y analysis · Full analysis span regression · 6 months rolling