+131.9%
LITE vs AG
+24.5%
+107.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | +0.6% |
| 7D | -13.9% | +6.0% | -19.9% | -15.9% |
| 30D | -46.9% | -13.5% | -33.4% | -43.7% |
| 3M | -28.0% | -20.7% | -7.3% | -21.6% |
| 6M | -35.2% | -31.5% | -3.7% | -26.9% |
| YTD | +58.9% | -10.1% | +69.0% | +46.6% |
| All | +131.9% | +24.5% | +107.4% | +75.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling