+2,502.5%
LITE vs AIG
+61.7%
+2,440.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.0% | +13.0% | +11.7% |
| 7D | +12.6% | -1.6% | +14.2% | +13.1% |
| 30D | +9.9% | -5.2% | +15.1% | +11.8% |
| 3M | +9.3% | +1.5% | +7.8% | +7.8% |
| 6M | +75.2% | -3.9% | +79.2% | +75.7% |
| YTD | +165.5% | -11.6% | +177.1% | +173.5% |
| 1Y | +555.0% | -2.9% | +557.9% | +542.3% |
| 3Y | +1,870.5% | +33.7% | +1,836.7% | +1,593.0% |
| 5Y | +1,009.8% | +52.7% | +957.2% | +787.3% |
| 10Y | +2,502.5% | +62.6% | +2,439.9% | +1,734.9% |
| All | +2,502.5% | +61.7% | +2,440.8% | +1,734.9% |
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