+5,083.9%
LITE vs AIG
+54.9%
+5,029.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | +6.7% | -4.9% | +11.5% | +8.4% |
| 3M | -6.8% | +4.5% | -11.2% | -9.0% |
| 6M | +29.4% | -1.4% | +30.9% | +28.8% |
| YTD | +139.1% | -9.8% | +148.9% | +144.7% |
| 1Y | +521.0% | -4.5% | +525.5% | +513.9% |
| 3Y | +1,535.3% | +37.4% | +1,497.8% | +1,293.1% |
| 5Y | +889.8% | +55.0% | +834.9% | +688.8% |
| 10Y | +2,400.7% | +63.7% | +2,337.1% | +1,709.8% |
| All | +5,083.9% | +54.9% | +5,029.0% | +3,805.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling