+3,344.5%
LITE vs GFI
+1,593.1%
+1,751.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.3% | -1.2% |
| 7D | -13.9% | +10.4% | -24.3% | -14.6% |
| 30D | -46.9% | +3.6% | -50.5% | -47.1% |
| 3M | -28.0% | -5.1% | -22.9% | -27.9% |
| 6M | -35.2% | -13.0% | -22.2% | -34.8% |
| YTD | +58.9% | -8.0% | +66.9% | +59.0% |
| 1Y | +125.3% | -5.0% | +130.3% | +125.4% |
| 3Y | +1,344.4% | +228.8% | +1,115.6% | +1,268.3% |
| 5Y | +541.2% | +354.4% | +186.8% | +495.7% |
| 10Y | +1,587.5% | +1,238.7% | +348.8% | +1,511.6% |
| All | +3,344.5% | +1,593.1% | +1,751.4% | +3,505.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling