+901.5%
LITE vs AFL
+135.6%
+765.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +6.7% | -6.2% | +12.8% | +8.1% |
| 3M | -6.8% | +2.2% | -8.9% | -8.1% |
| 6M | +29.4% | +5.3% | +24.2% | +26.3% |
| YTD | +139.1% | +8.0% | +131.1% | +131.1% |
| 1Y | +521.0% | +10.2% | +510.8% | +492.5% |
| 3Y | +1,535.3% | +67.1% | +1,468.2% | +1,187.5% |
| All | +901.5% | +135.6% | +765.9% | +524.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling