+163.0%
LITE vs GAP
-12.4%
+175.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.6% | -4.4% |
| 7D | +10.8% | -1.9% | +12.7% | +11.0% |
| 30D | -33.4% | -7.1% | -26.4% | -32.7% |
| 3M | -32.2% | +4.1% | -36.3% | -32.2% |
| 6M | -42.1% | +1.9% | -44.0% | -43.0% |
| YTD | +61.9% | -15.2% | +77.1% | +73.5% |
| 1Y | +163.0% | -10.6% | +173.6% | +177.1% |
| All | +163.0% | -12.4% | +175.4% | +177.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling