+5,083.9%
LITE vs AG
+461.5%
+4,622.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.2% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | +6.7% | +19.2% | -12.5% | +4.3% |
| 3M | -6.8% | +6.2% | -12.9% | -7.6% |
| 6M | +29.4% | -26.7% | +56.1% | +33.1% |
| YTD | +139.1% | +26.1% | +113.0% | +130.8% |
| 1Y | +521.0% | +131.7% | +389.3% | +462.1% |
| 3Y | +1,535.3% | +255.3% | +1,279.9% | +1,287.4% |
| 5Y | +889.8% | +61.9% | +827.9% | +768.3% |
| 10Y | +2,400.7% | +72.0% | +2,328.7% | +1,961.0% |
| All | +5,083.9% | +461.5% | +4,622.4% | +5,046.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling