+490.8%
LITE vs AG
+12.9%
+477.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.3% |
| 7D | -35.9% | +6.3% | -42.2% | -36.8% |
| 30D | -51.5% | -8.9% | -42.6% | -50.5% |
| 3M | -35.7% | -12.2% | -23.5% | -34.0% |
| 6M | -43.0% | -28.3% | -14.7% | -39.3% |
| YTD | +46.1% | -8.8% | +54.9% | +46.9% |
| 1Y | +124.7% | +39.4% | +85.4% | +110.8% |
| 3Y | +1,172.1% | +229.4% | +942.6% | +890.8% |
| All | +490.8% | +12.9% | +477.9% | +429.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling