+1,483.7%
LITE vs AAL
+20.5%
+1,463.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.7% | +10.7% |
| 7D | +3.4% | +3.4% | 0.0% | +2.6% |
| 30D | -34.9% | +11.7% | -46.6% | -37.7% |
| 3M | -21.0% | -7.8% | -13.2% | -18.9% |
| 6M | -38.5% | +10.2% | -48.7% | -42.0% |
| YTD | +75.8% | -8.0% | +83.8% | +74.8% |
| 1Y | +156.7% | +8.5% | +148.1% | +135.8% |
| All | +1,483.7% | +20.5% | +1,463.2% | +990.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling