+1,670.7%
LITE vs GFI
+1,235.9%
+434.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.5% | +12.2% | +10.8% |
| 7D | +3.4% | +2.2% | +1.2% | +3.1% |
| 30D | -34.9% | +2.2% | -37.1% | -35.1% |
| 3M | -21.0% | -4.6% | -16.4% | -20.8% |
| 6M | -38.5% | -16.7% | -21.7% | -37.7% |
| YTD | +75.8% | -9.5% | +85.3% | +76.2% |
| 1Y | +156.7% | -6.8% | +163.5% | +157.0% |
| 3Y | +1,498.6% | +223.7% | +1,274.9% | +1,355.3% |
| 5Y | +610.9% | +321.8% | +289.1% | +524.1% |
| 10Y | +1,670.7% | +1,354.1% | +316.6% | +1,438.0% |
| All | +1,670.7% | +1,235.9% | +434.8% | +1,438.0% |
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