+2,898.2%
LITE vs AG
+298.7%
+2,599.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.2% | -15.4% | -18.3% |
| 7D | -44.6% | -2.9% | -41.7% | -44.4% |
| 30D | -55.0% | -15.1% | -39.9% | -54.1% |
| 3M | -38.3% | -15.4% | -22.9% | -37.0% |
| 6M | -48.8% | -21.9% | -26.8% | -47.3% |
| YTD | +38.3% | -10.4% | +48.7% | +39.3% |
| 1Y | +119.0% | +39.8% | +79.2% | +111.4% |
| 3Y | +1,092.0% | +209.5% | +882.5% | +942.8% |
| 5Y | +446.1% | +12.5% | +433.6% | +401.0% |
| 10Y | +1,381.7% | +79.5% | +1,302.2% | +1,209.5% |
| All | +2,898.2% | +298.7% | +2,599.6% | +3,006.5% |
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 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