+562.5%
LITE vs AAL
-35.4%
+597.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.1% |
| 7D | +10.8% | -0.1% | +10.9% | +11.0% |
| 30D | -33.4% | +11.7% | -45.1% | -36.3% |
| 3M | -32.2% | -12.5% | -19.7% | -29.0% |
| 6M | -42.1% | +3.6% | -45.7% | -44.1% |
| YTD | +61.9% | -14.1% | +76.0% | +65.0% |
| 1Y | +163.0% | +0.8% | +162.2% | +150.5% |
| 3Y | +1,358.0% | +11.8% | +1,346.2% | +1,140.4% |
| All | +562.5% | -35.4% | +597.9% | +537.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling