+609.5%
LITE vs GD
+101.6%
+507.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.6% | -5.3% | -7.0% |
| 7D | -31.4% | +3.0% | -34.4% | -32.1% |
| 30D | -42.6% | +10.5% | -53.1% | -44.6% |
| 3M | -26.2% | -5.0% | -21.3% | -25.0% |
| 6M | -35.8% | +5.5% | -41.3% | -37.9% |
| YTD | +70.0% | +10.3% | +59.7% | +58.6% |
| 1Y | +232.7% | +8.2% | +224.6% | +214.7% |
| 3Y | +1,365.7% | +59.0% | +1,306.7% | +1,029.1% |
| 5Y | +609.5% | +104.3% | +505.2% | +364.9% |
| All | +609.5% | +101.6% | +507.8% | +364.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling