+490.8%
LITE vs AFL
+143.8%
+347.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +5.9% |
| 7D | -35.9% | +0.1% | -36.1% | -36.0% |
| 30D | -51.5% | +10.0% | -61.6% | -52.4% |
| 3M | -35.7% | -1.6% | -34.2% | -35.5% |
| 6M | -43.0% | +10.5% | -53.5% | -44.7% |
| YTD | +46.1% | +14.3% | +31.9% | +39.8% |
| 1Y | +124.7% | +11.4% | +113.3% | +116.4% |
| 3Y | +1,172.1% | +62.4% | +1,109.6% | +937.4% |
| All | +490.8% | +143.8% | +347.1% | +277.2% |
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