+1,408.5%
LITE vs GFI
+243.2%
+1,165.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.8% | +5.9% | +9.6% |
| 7D | -12.9% | +18.0% | -30.9% | -16.2% |
| 30D | -46.0% | +11.5% | -57.4% | -47.4% |
| 3M | -33.0% | +2.8% | -35.8% | -33.8% |
| 6M | -34.0% | -6.4% | -27.6% | -34.0% |
| YTD | +61.7% | -1.1% | +62.8% | +58.7% |
| 1Y | +148.3% | +10.8% | +137.5% | +140.7% |
| 3Y | +1,408.5% | +248.8% | +1,159.7% | +1,190.9% |
| All | +1,408.5% | +243.2% | +1,165.3% | +1,190.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling