+5,083.9%
LITE vs AON
+251.6%
+4,832.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 7D | -1.5% | -9.1% | +7.6% | +0.8% |
| 30D | +6.7% | -10.2% | +16.9% | +9.4% |
| 3M | -6.8% | +0.5% | -7.2% | -9.1% |
| 6M | +29.4% | -4.8% | +34.3% | +27.5% |
| YTD | +139.1% | -8.0% | +147.1% | +136.4% |
| 1Y | +521.0% | -13.1% | +534.1% | +524.3% |
| 3Y | +1,535.3% | -1.3% | +1,536.6% | +1,406.1% |
| 5Y | +889.8% | +14.9% | +874.9% | +723.6% |
| 10Y | +2,400.7% | +214.9% | +2,185.8% | +1,065.5% |
| All | +5,083.9% | +251.6% | +4,832.3% | +2,002.4% |
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