+232.7%
LITE vs GM
+37.1%
+195.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.6% | -12.5% | -7.6% |
| 7D | -31.4% | +12.1% | -43.5% | -31.3% |
| 30D | -42.6% | +15.2% | -57.8% | -42.5% |
| 3M | -26.2% | +4.9% | -31.1% | -26.3% |
| 6M | -35.8% | +22.6% | -58.4% | -38.4% |
| YTD | +70.0% | +14.4% | +55.6% | +60.7% |
| 1Y | +232.7% | +39.4% | +193.3% | +139.4% |
| All | +232.7% | +37.1% | +195.6% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling