-48.8%
LITE vs AAL
+8.2%
-57.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.1% | -13.5% | -18.4% |
| 7D | -44.6% | +1.2% | -45.7% | -44.2% |
| 30D | -55.0% | -0.5% | -54.5% | -54.7% |
| 3M | -38.3% | -22.0% | -16.3% | -37.9% |
| 6M | -48.8% | +4.5% | -53.3% | -41.1% |
| All | -48.8% | +8.2% | -57.0% | -41.1% |
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