-43.0%
LITE vs GEV
-30.4%
-12.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.2% |
| 7D | -35.9% | -9.8% | -26.2% | -28.6% |
| 30D | -51.5% | -22.3% | -29.2% | -36.5% |
| 3M | -35.7% | -22.6% | -13.2% | -14.9% |
| 6M | -43.0% | -30.7% | -12.2% | -10.2% |
| All | -43.0% | -30.4% | -12.5% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling