+1,130.5%
LITE vs GEV
+624.2%
+506.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.1% | +3.6% | +5.0% |
| 7D | -12.9% | -3.8% | -9.1% | -9.6% |
| 30D | -46.0% | -17.4% | -28.6% | -36.5% |
| 3M | -33.0% | -16.2% | -16.8% | -21.5% |
| 6M | -34.0% | -20.2% | -13.9% | -19.7% |
| YTD | +61.7% | +27.2% | +34.5% | +43.3% |
| 1Y | +148.3% | +44.2% | +104.1% | +100.3% |
| All | +1,130.5% | +624.2% | +506.3% | +409.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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