+1,618.0%
LITE vs AIG
+66.6%
+1,551.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +9.9% |
| 7D | -12.9% | -3.4% | -9.5% | -11.9% |
| 30D | -46.0% | +3.4% | -49.3% | -46.8% |
| 3M | -33.0% | +1.7% | -34.8% | -33.8% |
| 6M | -34.0% | +5.7% | -39.7% | -36.3% |
| YTD | +61.7% | -5.1% | +66.9% | +61.8% |
| 1Y | +148.3% | +6.1% | +142.2% | +137.1% |
| 3Y | +1,408.5% | +35.5% | +1,373.0% | +1,187.8% |
| 5Y | +546.2% | +51.9% | +494.2% | +417.2% |
| All | +1,618.0% | +66.6% | +1,551.5% | +1,155.7% |
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