+562.5%
LITE vs AGI
+243.7%
+318.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | +10.8% | -10.1% | +20.9% | +13.3% |
| 30D | -33.4% | -6.5% | -26.9% | -32.7% |
| 3M | -32.2% | -12.8% | -19.4% | -30.7% |
| 6M | -42.1% | -34.3% | -7.8% | -37.4% |
| YTD | +61.9% | -25.6% | +87.5% | +69.2% |
| 1Y | +163.0% | -14.2% | +177.2% | +168.1% |
| 3Y | +1,358.0% | +127.3% | +1,230.7% | +1,149.9% |
| All | +562.5% | +243.7% | +318.7% | +465.0% |
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