+2,614.7%
LITE vs AGG
+14.8%
+2,599.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +13.6% | -0.2% | +13.8% | +13.7% |
| 30D | +21.6% | -0.2% | +21.8% | +21.7% |
| 3M | +20.3% | -0.7% | +21.1% | +20.8% |
| 6M | +54.4% | -1.8% | +56.1% | +56.0% |
| YTD | +168.3% | -0.6% | +168.9% | +169.5% |
| 1Y | +551.8% | +0.4% | +551.4% | +551.6% |
| 3Y | +1,891.5% | +13.2% | +1,878.3% | +1,751.8% |
| 5Y | +1,014.7% | -2.0% | +1,016.7% | +989.1% |
| 10Y | +2,614.7% | +15.1% | +2,599.7% | +2,908.7% |
| All | +2,614.7% | +14.8% | +2,599.9% | +2,908.7% |
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