+2,614.7%
LITE vs GFI
+1,023.9%
+1,590.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +13.6% | +4.7% | +8.9% | +13.0% |
| 30D | +21.6% | +14.4% | +7.1% | +19.8% |
| 3M | +20.3% | +32.5% | -12.2% | +16.5% |
| 6M | +54.4% | -7.2% | +61.5% | +54.4% |
| YTD | +168.3% | +10.9% | +157.5% | +163.8% |
| 1Y | +551.8% | +35.5% | +516.3% | +532.3% |
| 3Y | +1,891.5% | +312.1% | +1,579.4% | +1,677.3% |
| 5Y | +1,014.7% | +524.6% | +490.1% | +848.3% |
| 10Y | +2,614.7% | +1,092.7% | +1,522.0% | +2,252.5% |
| All | +2,614.7% | +1,023.9% | +1,590.9% | +2,252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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