+1,568.0%
LITE vs AAL
-68.0%
+1,635.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +2.0% | -2.1% |
| 7D | +22.6% | +2.9% | +19.6% | +21.8% |
| 30D | -36.8% | +6.5% | -43.3% | -37.9% |
| 3M | -33.0% | -10.9% | -22.2% | -31.1% |
| 6M | -37.1% | +4.9% | -41.9% | -38.7% |
| YTD | +69.5% | -13.2% | +82.6% | +71.7% |
| 1Y | +146.1% | -1.1% | +147.2% | +140.5% |
| 3Y | +1,440.8% | +12.8% | +1,428.0% | +1,311.7% |
| 5Y | +580.4% | -34.4% | +614.8% | +583.6% |
| All | +1,568.0% | -68.0% | +1,635.9% | +1,918.6% |
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