+1,563.7%
LITE vs GGLL
+245.5%
+1,318.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.8% |
| 7D | -1.5% | -4.8% | +3.2% | 0.0% |
| 30D | +6.7% | -13.7% | +20.3% | +11.4% |
| 3M | -6.8% | -21.9% | +15.1% | -1.1% |
| 6M | +29.4% | +11.7% | +17.8% | +13.5% |
| YTD | +139.1% | +2.3% | +136.8% | +114.5% |
| 1Y | +521.0% | +76.2% | +444.8% | +344.1% |
| All | +1,563.7% | +245.5% | +1,318.1% | +739.3% |
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