+1,563.7%
LITE vs AGI
+205.7%
+1,358.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.5% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | +6.7% | +18.2% | -11.6% | +1.6% |
| 3M | -6.8% | -4.1% | -2.6% | -6.6% |
| 6M | +29.4% | -28.7% | +58.1% | +40.1% |
| YTD | +139.1% | -4.0% | +143.1% | +136.2% |
| 1Y | +521.0% | +17.4% | +503.6% | +484.0% |
| All | +1,563.7% | +205.7% | +1,358.0% | +1,102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling