+615.6%
LITE vs JAAA
+30.2%
+585.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | -12.9% | +0.1% | -13.0% | -13.0% |
| 30D | -46.0% | +0.4% | -46.4% | -46.6% |
| 3M | -33.0% | +1.1% | -34.2% | -35.2% |
| 6M | -34.0% | +2.3% | -36.3% | -38.3% |
| YTD | +61.7% | +3.9% | +57.8% | +45.0% |
| 1Y | +148.3% | +4.8% | +143.5% | +117.7% |
| 3Y | +1,408.5% | +18.4% | +1,390.1% | +1,124.6% |
| 5Y | +546.2% | +27.4% | +518.8% | +409.5% |
| All | +615.6% | +30.2% | +585.4% | +479.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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