+163.0%
LITE vs AAL
-1.1%
+164.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.3% |
| 7D | +10.8% | -0.1% | +10.9% | +11.0% |
| 30D | -33.4% | +11.7% | -45.1% | -34.5% |
| 3M | -32.2% | -12.5% | -19.7% | -30.5% |
| 6M | -42.1% | +3.6% | -45.7% | -41.8% |
| YTD | +61.9% | -14.1% | +76.0% | +57.4% |
| 1Y | +163.0% | +0.8% | +162.2% | +135.0% |
| All | +163.0% | -1.1% | +164.1% | +135.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling