+5,083.9%
LITE vs AFL
+392.6%
+4,691.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | +6.7% | -6.2% | +12.8% | +9.2% |
| 3M | -6.8% | +2.2% | -8.9% | -8.5% |
| 6M | +29.4% | +5.3% | +24.2% | +25.2% |
| YTD | +139.1% | +8.0% | +131.1% | +128.3% |
| 1Y | +521.0% | +10.2% | +510.8% | +483.9% |
| 3Y | +1,535.3% | +67.1% | +1,468.2% | +1,151.6% |
| 5Y | +889.8% | +135.6% | +754.3% | +535.7% |
| 10Y | +2,400.7% | +299.4% | +2,101.4% | +1,115.2% |
| All | +5,083.9% | +392.6% | +4,691.2% | +2,261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling