+1,587.5%
LITE vs AAL
-65.8%
+1,653.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -13.9% | +10.1% | -24.0% | -16.0% |
| 30D | -46.9% | +10.6% | -57.5% | -48.4% |
| 3M | -28.0% | -5.9% | -22.1% | -27.1% |
| 6M | -35.2% | +5.7% | -40.9% | -37.1% |
| YTD | +58.9% | -8.0% | +66.8% | +58.4% |
| 1Y | +125.3% | +6.0% | +119.3% | +116.0% |
| 3Y | +1,344.4% | +19.6% | +1,324.8% | +1,202.3% |
| 5Y | +541.2% | -34.6% | +575.7% | +541.5% |
| 10Y | +1,587.5% | -65.5% | +1,653.0% | +1,973.5% |
| All | +1,587.5% | -65.8% | +1,653.3% | +1,973.5% |
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