+1,402.3%
LITE vs AAL
-66.2%
+1,468.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.7% | +5.1% |
| 7D | -35.9% | +4.6% | -40.5% | -36.8% |
| 30D | -51.5% | +2.6% | -54.1% | -51.9% |
| 3M | -35.7% | -17.8% | -18.0% | -32.5% |
| 6M | -43.0% | +1.9% | -44.8% | -44.2% |
| YTD | +46.1% | -14.0% | +60.1% | +48.3% |
| 1Y | +124.7% | +0.2% | +124.5% | +118.3% |
| 3Y | +1,172.1% | +13.0% | +1,159.0% | +1,064.4% |
| 5Y | +477.0% | -39.6% | +516.6% | +488.8% |
| All | +1,402.3% | -66.2% | +1,468.6% | +1,508.9% |
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