-21.9%
LITE vs AAOX
-89.3%
+67.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -15.0% | +7.1% | -3.4% |
| 7D | -31.4% | -50.3% | +18.8% | -16.3% |
| 30D | -42.6% | -79.8% | +37.2% | -12.5% |
| 3M | -26.2% | -85.9% | +59.7% | +17.9% |
| 6M | -35.8% | -95.7% | +59.9% | +12.3% |
| All | -21.9% | -89.3% | +67.4% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 1y: compounded portfolio wealth divided by compounded AAOX 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…
1y analysis · Full analysis span regression · 6 months rolling