+2,502.5%
LITE vs AGI
+373.6%
+2,128.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +11.2% |
| 7D | +12.6% | +4.4% | +8.2% | +11.9% |
| 30D | +9.9% | +10.0% | 0.0% | +8.4% |
| 3M | +9.3% | +1.7% | +7.5% | +8.5% |
| 6M | +75.2% | -26.8% | +102.0% | +81.4% |
| YTD | +165.5% | -5.3% | +170.8% | +165.1% |
| 1Y | +555.0% | +11.5% | +543.5% | +542.1% |
| 3Y | +1,870.5% | +212.9% | +1,657.5% | +1,618.6% |
| 5Y | +1,009.8% | +388.8% | +621.0% | +817.0% |
| 10Y | +2,502.5% | +383.6% | +2,118.9% | +2,008.7% |
| All | +2,502.5% | +373.6% | +2,128.9% | +2,008.7% |
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