+3,406.8%
LITE vs GIS
-7.2%
+3,414.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.5% | +10.4% |
| 7D | -12.9% | +0.4% | -13.3% | -12.7% |
| 30D | -46.0% | +10.1% | -56.0% | -45.1% |
| 3M | -33.0% | -3.7% | -29.4% | -32.7% |
| 6M | -34.0% | +4.3% | -38.3% | -33.4% |
| YTD | +61.7% | -19.8% | +81.6% | +63.5% |
| 1Y | +148.3% | -20.5% | +168.8% | +150.9% |
| 3Y | +1,408.5% | -38.3% | +1,446.8% | +1,433.1% |
| 5Y | +546.2% | -32.2% | +578.3% | +530.2% |
| 10Y | +1,533.3% | -18.0% | +1,551.3% | +1,412.5% |
| All | +3,406.8% | -7.2% | +3,414.0% | +3,073.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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