+1,568.0%
LITE vs AG
+80.4%
+1,487.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.3% | +1.7% | -2.7% |
| 7D | +22.6% | -6.0% | +28.6% | +23.9% |
| 30D | -36.8% | -14.3% | -22.4% | -35.0% |
| 3M | -33.0% | -26.9% | -6.1% | -29.5% |
| 6M | -37.1% | -42.1% | +5.1% | -31.6% |
| YTD | +69.5% | -15.9% | +85.3% | +72.5% |
| 1Y | +146.1% | +11.5% | +134.6% | +141.2% |
| 3Y | +1,440.8% | +208.0% | +1,232.8% | +1,173.5% |
| 5Y | +580.4% | +2.4% | +578.0% | +514.8% |
| All | +1,568.0% | +80.4% | +1,487.6% | +1,259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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