+5,083.9%
LITE vs AAOI
+474.8%
+4,609.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +2.7% |
| 7D | -1.5% | -0.7% | -0.9% | -1.3% |
| 30D | +6.7% | -17.9% | +24.6% | +12.2% |
| 3M | -6.8% | -48.0% | +41.2% | +9.1% |
| 6M | +29.4% | +5.8% | +23.6% | +26.6% |
| YTD | +139.1% | +202.7% | -63.6% | +77.6% |
| 1Y | +521.0% | +352.5% | +168.5% | +313.3% |
| 3Y | +1,535.3% | +657.0% | +878.3% | +722.2% |
| 5Y | +889.8% | +1,267.0% | -377.1% | +256.9% |
| 10Y | +2,400.7% | +502.7% | +1,898.0% | +893.0% |
| All | +5,083.9% | +474.8% | +4,609.1% | +1,900.5% |
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