+2,331.0%
LITE vs AAL
-62.6%
+2,393.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.7% |
| 7D | -1.5% | -3.7% | +2.2% | -0.5% |
| 30D | +6.7% | -20.8% | +27.5% | +13.6% |
| 3M | -6.8% | -1.3% | -5.5% | -7.1% |
| 6M | +29.4% | +5.4% | +24.1% | +25.9% |
| YTD | +139.1% | -14.4% | +153.4% | +143.8% |
| 1Y | +521.0% | +2.1% | +518.9% | +502.4% |
| 3Y | +1,535.3% | -10.6% | +1,545.8% | +1,485.2% |
| 5Y | +889.8% | -32.2% | +922.1% | +889.3% |
| All | +2,331.0% | -62.6% | +2,393.7% | +2,660.5% |
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