+3,068.2%
LITE vs AON
+265.2%
+2,802.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.8% | +8.5% | +6.3% |
| 7D | -35.9% | +4.4% | -40.3% | -36.8% |
| 30D | -51.5% | +24.1% | -75.6% | -54.3% |
| 3M | -35.7% | -7.0% | -28.8% | -35.1% |
| 6M | -43.0% | +9.1% | -52.1% | -46.3% |
| YTD | +46.1% | -4.4% | +50.5% | +42.2% |
| 1Y | +124.7% | -0.8% | +125.5% | +114.5% |
| 3Y | +1,172.1% | +5.1% | +1,166.9% | +1,038.2% |
| 5Y | +477.0% | +20.4% | +456.6% | +372.1% |
| 10Y | +1,465.7% | +239.2% | +1,226.5% | +604.3% |
| All | +3,068.2% | +265.2% | +2,802.9% | +1,164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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