+521.0%
LITE vs AIG
-4.5%
+525.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +3.4% |
| 7D | -1.5% | -0.9% | -0.6% | -2.1% |
| 30D | +6.7% | -4.9% | +11.5% | +3.5% |
| 3M | -6.8% | +4.5% | -11.2% | -3.5% |
| 6M | +29.4% | -1.4% | +30.9% | +29.5% |
| YTD | +139.1% | -9.8% | +148.9% | +115.3% |
| 1Y | +521.0% | -4.5% | +525.5% | +520.7% |
| All | +521.0% | -4.5% | +525.5% | +520.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling