+901.5%
LITE vs AGG
-1.2%
+902.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | -0.2% | -1.4% | -1.4% |
| 30D | +6.7% | -0.4% | +7.0% | +6.9% |
| 3M | -6.8% | -0.7% | -6.1% | -6.3% |
| 6M | +29.4% | -1.5% | +31.0% | +30.9% |
| YTD | +139.1% | -0.3% | +139.3% | +139.9% |
| 1Y | +521.0% | +1.3% | +519.7% | +517.3% |
| 3Y | +1,535.3% | +13.2% | +1,522.1% | +1,388.9% |
| All | +901.5% | -1.2% | +902.8% | +862.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling