+446.1%
LITE vs GE
+384.2%
+61.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.5% | -14.2% | -15.9% |
| 7D | -44.6% | +0.5% | -45.1% | -44.9% |
| 30D | -55.0% | +1.7% | -56.8% | -55.6% |
| 3M | -38.3% | -17.3% | -21.0% | -30.8% |
| 6M | -48.8% | +10.1% | -58.8% | -52.9% |
| YTD | +38.3% | +2.6% | +35.7% | +32.7% |
| 1Y | +119.0% | +3.7% | +115.3% | +109.4% |
| 3Y | +1,092.0% | +268.3% | +823.7% | +472.6% |
| 5Y | +446.1% | +376.2% | +69.9% | +118.4% |
| All | +446.1% | +384.2% | +61.8% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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