+490.8%
LITE vs GAP
+5.0%
+485.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.8% | +6.8% |
| 7D | -35.9% | -3.8% | -32.2% | -35.3% |
| 30D | -51.5% | -9.0% | -42.5% | -50.3% |
| 3M | -35.7% | +5.5% | -41.2% | -37.5% |
| 6M | -43.0% | -11.1% | -31.9% | -42.5% |
| YTD | +46.1% | -13.6% | +59.7% | +48.2% |
| 1Y | +124.7% | -2.9% | +127.6% | +119.9% |
| 3Y | +1,172.1% | +69.6% | +1,102.4% | +959.3% |
| All | +490.8% | +5.0% | +485.8% | +378.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling