+1,103.8%
LITE vs GGLL
+151.4%
+952.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.5% | -14.2% | -17.2% |
| 7D | -44.6% | -1.3% | -43.3% | -44.2% |
| 30D | -55.0% | -36.3% | -18.8% | -48.6% |
| 3M | -38.3% | -42.7% | +4.4% | -27.9% |
| 6M | -48.8% | -53.1% | +4.3% | -37.6% |
| YTD | +38.3% | -32.1% | +70.4% | +38.7% |
| 1Y | +119.0% | -20.1% | +139.1% | +104.4% |
| All | +1,103.8% | +151.4% | +952.4% | +583.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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