+1,533.3%
LITE vs AFL
+348.2%
+1,185.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.8% | +10.4% |
| 7D | -12.9% | +0.5% | -13.4% | -13.1% |
| 30D | -46.0% | +9.3% | -55.3% | -47.9% |
| 3M | -33.0% | +1.0% | -34.0% | -33.7% |
| 6M | -34.0% | +11.8% | -45.9% | -37.8% |
| YTD | +61.7% | +15.3% | +46.4% | +49.8% |
| 1Y | +148.3% | +12.1% | +136.2% | +132.0% |
| 3Y | +1,408.5% | +65.0% | +1,343.5% | +1,061.7% |
| 5Y | +546.2% | +149.1% | +397.0% | +304.2% |
| 10Y | +1,533.3% | +340.9% | +1,192.4% | +648.4% |
| All | +1,533.3% | +348.2% | +1,185.2% | +648.4% |
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