+3,068.2%
LITE vs GAP
-12.5%
+3,080.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.8% | +6.6% |
| 7D | -35.9% | -3.8% | -32.2% | -35.4% |
| 30D | -51.5% | -9.0% | -42.5% | -50.5% |
| 3M | -35.7% | +5.5% | -41.2% | -37.2% |
| 6M | -43.0% | -11.1% | -31.9% | -42.7% |
| YTD | +46.1% | -13.6% | +59.7% | +47.8% |
| 1Y | +124.7% | -2.9% | +127.6% | +120.9% |
| 3Y | +1,172.1% | +69.6% | +1,102.4% | +982.2% |
| 5Y | +477.0% | +5.4% | +471.6% | +409.4% |
| 10Y | +1,465.7% | +17.8% | +1,447.8% | +1,073.3% |
| All | +3,068.2% | -12.5% | +3,080.7% | +2,272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling