-25.7%
LITE vs AAOX
-92.4%
+66.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.9% | +1.8% | +8.0% |
| 7D | -12.9% | -35.9% | +23.0% | -2.4% |
| 30D | -46.0% | -81.6% | +35.6% | -15.2% |
| 3M | -33.0% | -90.3% | +57.3% | +17.9% |
| 6M | -34.0% | -95.7% | +61.6% | +16.8% |
| All | -25.7% | -92.4% | +66.7% | +11.3% |
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