+1,568.0%
LITE vs AGI
+391.9%
+1,176.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.6% | -3.0% |
| 7D | +22.6% | -7.5% | +30.0% | +23.9% |
| 30D | -36.8% | -9.9% | -26.9% | -36.0% |
| 3M | -33.0% | -14.2% | -18.8% | -31.9% |
| 6M | -37.1% | -35.2% | -1.9% | -33.7% |
| YTD | +69.5% | -25.2% | +94.7% | +74.4% |
| 1Y | +146.1% | -14.3% | +160.4% | +149.6% |
| 3Y | +1,440.8% | +127.7% | +1,313.1% | +1,292.2% |
| 5Y | +580.4% | +243.4% | +337.0% | +483.6% |
| All | +1,568.0% | +391.9% | +1,176.1% | +1,274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling