+1,618.0%
LITE vs AG
+74.3%
+1,543.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.7% | +6.0% | +9.9% |
| 7D | -12.9% | +10.8% | -23.7% | -14.4% |
| 30D | -46.0% | -8.2% | -37.8% | -45.1% |
| 3M | -33.0% | -13.7% | -19.3% | -31.5% |
| 6M | -34.0% | -27.3% | -6.8% | -30.9% |
| YTD | +61.7% | -4.6% | +66.3% | +61.3% |
| 1Y | +148.3% | +39.4% | +108.9% | +135.5% |
| 3Y | +1,408.5% | +244.1% | +1,164.4% | +1,126.8% |
| 5Y | +546.2% | +16.8% | +529.4% | +472.2% |
| All | +1,618.0% | +74.3% | +1,543.7% | +1,269.9% |
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