+1,014.7%
LITE vs AAOI
+1,283.7%
-269.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.9% |
| 7D | +13.6% | +4.7% | +8.9% | +12.4% |
| 30D | +21.6% | -18.7% | +40.3% | +28.3% |
| 3M | +20.3% | -33.7% | +54.1% | +32.7% |
| 6M | +54.4% | -2.4% | +56.8% | +54.0% |
| YTD | +168.3% | +209.6% | -41.3% | +104.2% |
| 1Y | +551.8% | +355.0% | +196.8% | +351.1% |
| 3Y | +1,891.5% | +814.7% | +1,076.8% | +1,005.2% |
| 5Y | +1,014.7% | +1,298.1% | -283.3% | +357.1% |
| All | +1,014.7% | +1,283.7% | -269.0% | +357.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling