+1,568.0%
LITE vs AAOI
+109.6%
+1,458.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.4% | +1.8% | -2.1% |
| 7D | +22.6% | +12.7% | +9.8% | +18.6% |
| 30D | -36.8% | -46.0% | +9.2% | -24.4% |
| 3M | -33.0% | -61.7% | +28.7% | -12.2% |
| 6M | -37.1% | -71.9% | +34.9% | -11.6% |
| YTD | +69.5% | +51.6% | +17.9% | +52.7% |
| 1Y | +146.1% | +120.8% | +25.3% | +103.1% |
| 3Y | +1,440.8% | +464.3% | +976.5% | +773.0% |
| 5Y | +580.4% | +769.2% | -188.8% | +182.4% |
| All | +1,568.0% | +109.6% | +1,458.4% | +837.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 10y: compounded portfolio wealth divided by compounded AAOI 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…
10y analysis · Full analysis span regression · 6 months rolling