+1,533.3%
LITE vs AGI
+349.0%
+1,184.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +10.4% |
| 7D | -12.9% | +17.4% | -30.3% | -15.1% |
| 30D | -46.0% | -0.9% | -45.0% | -46.0% |
| 3M | -33.0% | -1.6% | -31.4% | -33.1% |
| 6M | -34.0% | -24.7% | -9.3% | -32.0% |
| YTD | +61.7% | -15.3% | +77.0% | +63.6% |
| 1Y | +148.3% | +5.5% | +142.8% | +145.4% |
| 3Y | +1,408.5% | +154.5% | +1,254.0% | +1,244.9% |
| 5Y | +546.2% | +310.6% | +235.6% | +444.2% |
| 10Y | +1,533.3% | +362.7% | +1,170.6% | +1,243.2% |
| All | +1,533.3% | +349.0% | +1,184.4% | +1,243.2% |
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