+5,083.9%
LITE vs GFI
+1,956.9%
+3,126.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.1% |
| 7D | -1.5% | +3.1% | -4.7% | -1.8% |
| 30D | +6.7% | +27.1% | -20.5% | +4.8% |
| 3M | -6.8% | +21.2% | -27.9% | -8.3% |
| 6M | +29.4% | -4.5% | +33.9% | +29.2% |
| YTD | +139.1% | +11.7% | +127.4% | +136.2% |
| 1Y | +521.0% | +46.0% | +474.9% | +507.0% |
| 3Y | +1,535.3% | +309.6% | +1,225.7% | +1,427.5% |
| 5Y | +889.8% | +506.0% | +383.8% | +804.3% |
| 10Y | +2,400.7% | +1,009.2% | +1,391.5% | +2,211.0% |
| All | +5,083.9% | +1,956.9% | +3,126.9% | +5,254.6% |
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