+1,587.5%
LITE vs GAP
+12.0%
+1,575.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -13.9% | -0.1% | -13.8% | -13.9% |
| 30D | -46.9% | -5.4% | -41.5% | -46.2% |
| 3M | -28.0% | +2.9% | -30.9% | -29.2% |
| 6M | -35.2% | -4.4% | -30.8% | -36.0% |
| YTD | +58.9% | -11.6% | +70.4% | +59.9% |
| 1Y | +125.3% | -6.0% | +131.4% | +123.3% |
| 3Y | +1,344.4% | +78.0% | +1,266.4% | +1,106.4% |
| 5Y | +541.2% | +8.5% | +532.7% | +459.4% |
| 10Y | +1,587.5% | +8.6% | +1,578.9% | +1,164.2% |
| All | +1,587.5% | +12.0% | +1,575.6% | +1,164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling