+490.8%
LITE vs AGI
+310.5%
+180.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.2% |
| 7D | -35.9% | +16.0% | -51.9% | -38.3% |
| 30D | -51.5% | +1.0% | -52.5% | -51.7% |
| 3M | -35.7% | +2.5% | -38.2% | -36.5% |
| 6M | -43.0% | -24.0% | -18.9% | -40.3% |
| YTD | +46.1% | -17.2% | +63.4% | +49.3% |
| 1Y | +124.7% | +4.9% | +119.8% | +120.7% |
| 3Y | +1,172.1% | +142.6% | +1,029.5% | +972.1% |
| All | +490.8% | +310.5% | +180.3% | +380.0% |
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