+1,402.3%
LITE vs AG
+89.9%
+1,312.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.4% |
| 7D | -35.9% | +6.3% | -42.2% | -36.6% |
| 30D | -51.5% | -8.9% | -42.6% | -50.7% |
| 3M | -35.7% | -12.2% | -23.5% | -34.4% |
| 6M | -43.0% | -28.3% | -14.7% | -40.1% |
| YTD | +46.1% | -8.8% | +54.9% | +46.7% |
| 1Y | +124.7% | +39.4% | +85.4% | +113.4% |
| 3Y | +1,172.1% | +229.4% | +942.6% | +941.9% |
| 5Y | +477.0% | +14.5% | +462.5% | +413.1% |
| All | +1,402.3% | +89.9% | +1,312.4% | +1,111.3% |
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