+1,493.1%
LITE vs AGG
+16.8%
+1,476.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | +10.8% | -1.5% | +12.3% | +11.6% |
| 30D | -33.4% | +0.6% | -34.1% | -33.8% |
| 3M | -32.2% | -1.6% | -30.6% | -31.7% |
| 6M | -42.1% | -1.6% | -40.5% | -41.6% |
| YTD | +61.9% | -1.5% | +63.4% | +63.2% |
| 1Y | +163.0% | -1.1% | +164.1% | +164.7% |
| 3Y | +1,358.0% | +13.6% | +1,344.4% | +1,249.4% |
| 5Y | +549.9% | -1.7% | +551.6% | +534.5% |
| All | +1,493.1% | +16.8% | +1,476.3% | +1,685.2% |
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