+2,382.0%
LITE vs GDDY
+207.2%
+2,174.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.5% |
| 7D | +5.2% | -3.2% | +8.4% | +5.8% |
| 30D | -0.6% | +6.8% | -7.4% | -4.6% |
| 3M | +4.2% | +30.5% | -26.3% | -11.4% |
| 6M | +38.0% | +13.3% | +24.6% | +21.8% |
| YTD | +151.5% | -21.0% | +172.5% | +158.0% |
| 1Y | +462.2% | -34.0% | +496.2% | +526.7% |
| 3Y | +1,810.6% | +33.1% | +1,777.5% | +1,371.0% |
| 5Y | +980.2% | +30.3% | +949.9% | +709.6% |
| All | +2,382.0% | +207.2% | +2,174.8% | +856.8% |
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