+2,898.2%
LITE vs AEP
+240.2%
+2,658.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.9% | -16.8% | -18.3% |
| 7D | -44.6% | -2.0% | -42.6% | -44.3% |
| 30D | -55.0% | +4.2% | -59.2% | -55.4% |
| 3M | -38.3% | +1.0% | -39.3% | -38.4% |
| 6M | -48.8% | -6.1% | -42.6% | -48.3% |
| YTD | +38.3% | +12.5% | +25.8% | +35.1% |
| 1Y | +119.0% | +9.1% | +109.9% | +115.3% |
| 3Y | +1,092.0% | +77.2% | +1,014.8% | +922.6% |
| 5Y | +446.1% | +78.4% | +367.6% | +363.5% |
| 10Y | +1,381.7% | +188.3% | +1,193.3% | +1,029.8% |
| All | +2,898.2% | +240.2% | +2,658.0% | +1,406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 all: compounded portfolio wealth divided by compounded AEP 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…
all analysis · Full analysis span regression · 6 months rolling