+1,568.0%
LITE vs AGG
+17.0%
+1,551.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +22.6% | -1.4% | +24.0% | +23.5% |
| 30D | -36.8% | +0.9% | -37.7% | -37.2% |
| 3M | -33.0% | -1.2% | -31.8% | -32.7% |
| 6M | -37.1% | -1.4% | -35.6% | -36.6% |
| YTD | +69.5% | -1.4% | +70.9% | +70.8% |
| 1Y | +146.1% | -1.3% | +147.4% | +148.0% |
| 3Y | +1,440.8% | +13.8% | +1,427.1% | +1,325.1% |
| 5Y | +580.4% | -1.6% | +582.0% | +563.8% |
| All | +1,568.0% | +17.0% | +1,551.0% | +1,767.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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