-32.8%
LITE vs AAOX
-93.0%
+60.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.6% | -6.9% | +1.8% |
| 7D | -35.9% | -52.9% | +17.0% | -21.0% |
| 30D | -51.5% | -86.9% | +35.4% | -17.1% |
| 3M | -35.7% | -89.6% | +53.9% | +11.1% |
| 6M | -43.0% | -97.3% | +54.3% | +12.5% |
| All | -32.8% | -93.0% | +60.1% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling