+901.5%
LITE vs AG
+64.2%
+837.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.4% |
| 7D | -1.5% | +1.0% | -2.5% | -1.8% |
| 30D | +6.7% | +19.2% | -12.5% | +2.7% |
| 3M | -6.8% | +6.2% | -12.9% | -8.3% |
| 6M | +29.4% | -26.7% | +56.1% | +35.2% |
| YTD | +139.1% | +26.1% | +113.0% | +124.6% |
| 1Y | +521.0% | +131.7% | +389.3% | +422.2% |
| 3Y | +1,535.3% | +255.3% | +1,279.9% | +1,117.5% |
| All | +901.5% | +64.2% | +837.3% | +690.2% |
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