+489.9%
LITE vs GEV
+58.8%
+431.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +3.3% | -4.8% | -4.5% |
| 30D | +6.7% | -7.5% | +14.1% | +14.5% |
| 3M | -6.8% | -2.2% | -4.6% | -4.9% |
| 6M | +29.4% | +12.1% | +17.4% | +17.5% |
| YTD | +139.1% | +44.4% | +94.7% | +82.6% |
| All | +489.9% | +58.8% | +431.0% | +308.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling