+610.9%
LITE vs GAP
+5.8%
+605.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.0% | +12.7% | +11.2% |
| 7D | +3.4% | -9.3% | +12.7% | +6.5% |
| 30D | -34.9% | -5.5% | -29.4% | -34.0% |
| 3M | -21.0% | +3.5% | -24.5% | -22.6% |
| 6M | -38.5% | +0.7% | -39.2% | -40.1% |
| YTD | +75.8% | -13.4% | +89.2% | +78.3% |
| 1Y | +156.7% | -7.7% | +164.3% | +155.0% |
| 3Y | +1,498.6% | +74.4% | +1,424.1% | +1,222.7% |
| 5Y | +610.9% | +5.3% | +605.6% | +476.6% |
| All | +610.9% | +5.8% | +605.1% | +476.6% |
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