+3,409.5%
LITE vs AAOI
+171.7%
+3,237.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.6% | +1.1% | -3.0% |
| 7D | +10.8% | -0.5% | +11.3% | +11.0% |
| 30D | -33.4% | -42.1% | +8.7% | -22.1% |
| 3M | -32.2% | -61.6% | +29.4% | -11.7% |
| 6M | -42.1% | -77.6% | +35.5% | -14.4% |
| YTD | +61.9% | +43.1% | +18.8% | +48.6% |
| 1Y | +163.0% | +138.6% | +24.4% | +115.1% |
| 3Y | +1,358.0% | +353.5% | +1,004.5% | +781.2% |
| 5Y | +549.9% | +720.6% | -170.6% | +180.8% |
| 10Y | +1,530.1% | +99.8% | +1,430.3% | +738.2% |
| All | +3,409.5% | +171.7% | +3,237.8% | +1,573.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling