+2,898.2%
LITE vs GAP
-8.7%
+2,907.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.6% | -13.0% | -17.4% |
| 7D | -44.6% | -2.1% | -42.5% | -44.2% |
| 30D | -55.0% | -5.1% | -49.9% | -54.5% |
| 3M | -38.3% | +9.8% | -48.1% | -40.3% |
| 6M | -48.8% | -3.6% | -45.1% | -49.5% |
| YTD | +38.3% | -9.8% | +48.1% | +38.6% |
| 1Y | +119.0% | -1.5% | +120.4% | +114.7% |
| 3Y | +1,092.0% | +74.3% | +1,017.7% | +908.0% |
| 5Y | +446.1% | +9.9% | +436.1% | +377.7% |
| 10Y | +1,381.7% | +22.9% | +1,358.8% | +1,000.3% |
| All | +2,898.2% | -8.7% | +2,907.0% | +2,124.9% |
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