+1,493.1%
LITE vs GDDY
+243.9%
+1,249.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.9% |
| 7D | +10.8% | -0.2% | +11.0% | +10.7% |
| 30D | -33.4% | +10.4% | -43.8% | -36.4% |
| 3M | -32.2% | +13.6% | -45.8% | -37.1% |
| 6M | -42.1% | +33.7% | -75.8% | -52.0% |
| YTD | +61.9% | -8.0% | +69.9% | +54.8% |
| 1Y | +163.0% | -12.9% | +175.9% | +157.9% |
| 3Y | +1,358.0% | +29.3% | +1,328.7% | +1,050.9% |
| 5Y | +549.9% | +60.8% | +489.1% | +343.5% |
| All | +1,493.1% | +243.9% | +1,249.2% | +478.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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