+1,563.7%
LITE vs GD
+68.4%
+1,495.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.4% |
| 7D | -1.5% | -5.3% | +3.7% | -0.3% |
| 30D | +6.7% | -6.4% | +13.1% | +8.3% |
| 3M | -6.8% | +5.7% | -12.5% | -8.9% |
| 6M | +29.4% | -0.9% | +30.4% | +28.8% |
| YTD | +139.1% | +8.2% | +130.9% | +126.5% |
| 1Y | +521.0% | +13.4% | +507.6% | +477.8% |
| All | +1,563.7% | +68.4% | +1,495.3% | +1,275.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling