+1,189.3%
LITE vs GEV
+615.2%
+574.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.6% |
| 7D | +22.6% | +6.2% | +16.3% | +17.1% |
| 30D | -36.8% | -18.4% | -18.3% | -25.0% |
| 3M | -33.0% | -21.2% | -11.8% | -17.9% |
| 6M | -37.1% | -23.6% | -13.5% | -21.1% |
| YTD | +69.5% | +25.5% | +43.9% | +51.7% |
| 1Y | +146.1% | +42.6% | +103.5% | +100.2% |
| All | +1,189.3% | +615.2% | +574.1% | +438.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling