-25.6%
LITE vs AAOX
-93.2%
+67.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -11.1% | +6.6% | -1.1% |
| 7D | +10.8% | -3.6% | +14.4% | +10.6% |
| 30D | -33.4% | -72.9% | +39.5% | -6.9% |
| 3M | -32.2% | -90.7% | +58.5% | +19.3% |
| 6M | -42.1% | -98.2% | +56.1% | +29.8% |
| All | -25.6% | -93.2% | +67.6% | +14.1% |
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