+1,358.0%
LITE vs AFL
+67.6%
+1,290.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.3% |
| 7D | +10.8% | +2.9% | +7.9% | +11.4% |
| 30D | -33.4% | +8.0% | -41.4% | -32.4% |
| 3M | -32.2% | +5.9% | -38.1% | -31.1% |
| 6M | -42.1% | +11.6% | -53.7% | -41.4% |
| YTD | +61.9% | +17.5% | +44.3% | +63.3% |
| 1Y | +163.0% | +13.3% | +149.7% | +166.9% |
| 3Y | +1,358.0% | +67.0% | +1,291.0% | +1,376.8% |
| All | +1,358.0% | +67.6% | +1,290.4% | +1,376.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling