+1,402.3%
LITE vs AIG
+71.9%
+1,330.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.9% | +9.6% | +7.0% |
| 7D | -35.9% | -5.1% | -30.9% | -34.9% |
| 30D | -51.5% | +2.8% | -54.3% | -52.2% |
| 3M | -35.7% | -2.1% | -33.6% | -35.7% |
| 6M | -43.0% | +1.4% | -44.4% | -44.1% |
| YTD | +46.1% | -7.4% | +53.5% | +47.3% |
| 1Y | +124.7% | +4.4% | +120.3% | +115.6% |
| 3Y | +1,172.1% | +30.0% | +1,142.1% | +1,002.7% |
| 5Y | +477.0% | +47.9% | +429.2% | +366.7% |
| All | +1,402.3% | +71.9% | +1,330.4% | +1,124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling