+546.2%
LITE vs AGG
-1.4%
+547.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | -12.9% | +0.4% | -13.3% | -13.2% |
| 30D | -46.0% | +2.1% | -48.1% | -46.8% |
| 3M | -33.0% | -0.3% | -32.7% | -32.9% |
| 6M | -34.0% | -0.9% | -33.1% | -33.6% |
| YTD | +61.7% | -0.3% | +62.1% | +62.3% |
| 1Y | +148.3% | 0.0% | +148.3% | +148.8% |
| 3Y | +1,408.5% | +15.3% | +1,393.2% | +1,258.9% |
| 5Y | +546.2% | -1.4% | +547.5% | +474.4% |
| All | +546.2% | -1.4% | +547.6% | +474.4% |
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