+5,083.9%
LITE vs AAL
-67.7%
+5,151.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.5% |
| 3M | -6.8% | -1.3% | -5.5% | -7.1% |
| 6M | +29.4% | +5.4% | +24.1% | +26.0% |
| YTD | +139.1% | -14.4% | +153.4% | +143.7% |
| 1Y | +521.0% | +2.1% | +518.9% | +502.7% |
| 3Y | +1,535.3% | -10.6% | +1,545.8% | +1,487.6% |
| 5Y | +889.8% | -32.2% | +922.1% | +890.9% |
| 10Y | +2,400.7% | -62.7% | +2,463.4% | +2,631.2% |
| All | +5,083.9% | -67.7% | +5,151.6% | +5,695.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling