+901.5%
LITE vs AGI
+385.7%
+515.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +6.7% | +18.2% | -11.6% | +2.7% |
| 3M | -6.8% | -4.1% | -2.6% | -6.6% |
| 6M | +29.4% | -28.7% | +58.1% | +37.4% |
| YTD | +139.1% | -4.0% | +143.1% | +137.5% |
| 1Y | +521.0% | +17.4% | +503.6% | +495.7% |
| 3Y | +1,535.3% | +203.0% | +1,332.3% | +1,239.1% |
| All | +901.5% | +385.7% | +515.8% | +675.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling