+626.1%
LITE vs GFS
-13.5%
+639.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.9% | +5.8% | +8.0% |
| 7D | -12.9% | -3.1% | -9.8% | -10.5% |
| 30D | -46.0% | -16.0% | -29.9% | -40.1% |
| 3M | -33.0% | -24.7% | -8.3% | -21.1% |
| 6M | -34.0% | -45.1% | +11.1% | -8.3% |
| YTD | +61.7% | +16.5% | +45.3% | +59.3% |
| 1Y | +148.3% | +19.3% | +128.9% | +143.1% |
| 3Y | +1,408.5% | -20.0% | +1,428.5% | +1,562.2% |
| 5Y | +546.2% | -32.0% | +578.2% | +599.7% |
| All | +626.1% | -13.5% | +639.6% | +662.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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