+1,103.8%
LITE vs AG
+214.1%
+889.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.2% | -15.4% | -17.8% |
| 7D | -44.6% | -2.9% | -41.7% | -44.2% |
| 30D | -55.0% | -15.1% | -39.9% | -53.0% |
| 3M | -38.3% | -15.4% | -22.9% | -35.7% |
| 6M | -48.8% | -21.9% | -26.8% | -45.8% |
| YTD | +38.3% | -10.4% | +48.7% | +39.3% |
| 1Y | +119.0% | +39.8% | +79.2% | +101.2% |
| All | +1,103.8% | +214.1% | +889.8% | +689.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling