+5,083.9%
LITE vs GD
+213.2%
+4,870.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.9% |
| 7D | -1.5% | -5.3% | +3.7% | +1.0% |
| 30D | +6.7% | -6.4% | +13.1% | +10.0% |
| 3M | -6.8% | +5.7% | -12.5% | -10.3% |
| 6M | +29.4% | -0.9% | +30.4% | +27.9% |
| YTD | +139.1% | +8.2% | +130.9% | +123.1% |
| 1Y | +521.0% | +13.4% | +507.6% | +466.4% |
| 3Y | +1,535.3% | +68.5% | +1,466.8% | +1,081.7% |
| 5Y | +889.8% | +97.2% | +792.7% | +546.5% |
| 10Y | +2,400.7% | +190.2% | +2,210.5% | +1,252.9% |
| All | +5,083.9% | +213.2% | +4,870.6% | +2,611.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling