+1,321.8%
LITE vs GD
+192.5%
+1,129.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.3% | -17.5% |
| 7D | -44.6% | -3.9% | -40.7% | -43.3% |
| 30D | -55.0% | +8.1% | -63.1% | -56.7% |
| 3M | -38.3% | -6.8% | -31.5% | -36.3% |
| 6M | -48.8% | +3.0% | -51.8% | -50.4% |
| YTD | +38.3% | +7.8% | +30.5% | +29.0% |
| 1Y | +119.0% | +5.8% | +113.2% | +107.0% |
| 3Y | +1,092.0% | +55.3% | +1,036.7% | +797.8% |
| 5Y | +446.1% | +96.7% | +349.4% | +252.3% |
| All | +1,321.8% | +192.5% | +1,129.3% | +902.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling