-27.0%
LITE vs AAOX
-93.5%
+66.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -14.9% | +13.1% | +2.8% |
| 7D | -13.9% | -48.3% | +34.4% | +2.6% |
| 30D | -46.9% | -84.3% | +37.4% | -12.9% |
| 3M | -28.0% | -91.4% | +63.4% | +31.1% |
| 6M | -35.2% | -96.3% | +61.1% | +20.0% |
| All | -27.0% | -93.5% | +66.5% | +14.4% |
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