+3,068.2%
LITE vs AGI
+916.8%
+2,151.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.5% |
| 7D | -35.9% | +16.0% | -51.9% | -36.9% |
| 30D | -51.5% | +1.0% | -52.5% | -51.6% |
| 3M | -35.7% | +2.5% | -38.2% | -36.0% |
| 6M | -43.0% | -24.0% | -18.9% | -41.9% |
| YTD | +46.1% | -17.2% | +63.4% | +47.6% |
| 1Y | +124.7% | +4.9% | +119.8% | +123.8% |
| 3Y | +1,172.1% | +142.6% | +1,029.5% | +1,103.6% |
| 5Y | +477.0% | +315.2% | +161.8% | +431.0% |
| 10Y | +1,465.7% | +338.5% | +1,127.2% | +1,336.0% |
| All | +3,068.2% | +916.8% | +2,151.4% | +3,948.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling