+29.4%
LITE vs AAL
+3.1%
+26.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.7% |
| 7D | -1.5% | -3.7% | +2.2% | -0.5% |
| 30D | +6.7% | -20.8% | +27.5% | +13.1% |
| 3M | -6.8% | -1.3% | -5.5% | -5.8% |
| 6M | +29.4% | +5.4% | +24.1% | +30.6% |
| All | +29.4% | +3.1% | +26.4% | +30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling