+2,502.5%
LITE vs AFL
+294.8%
+2,207.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.8% | +11.7% |
| 7D | +12.6% | -0.7% | +13.4% | +12.8% |
| 30D | +9.9% | -7.1% | +17.0% | +12.9% |
| 3M | +9.3% | +0.4% | +8.9% | +8.1% |
| 6M | +75.2% | +4.5% | +70.7% | +69.7% |
| YTD | +165.5% | +6.1% | +159.4% | +154.9% |
| 1Y | +555.0% | +10.6% | +544.4% | +514.0% |
| 3Y | +1,870.5% | +64.0% | +1,806.4% | +1,414.6% |
| 5Y | +1,009.8% | +133.7% | +876.1% | +610.4% |
| 10Y | +2,502.5% | +298.0% | +2,204.5% | +1,138.4% |
| All | +2,502.5% | +294.8% | +2,207.7% | +1,138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling