+1,358.0%
LITE vs GM
+231.6%
+1,126.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | +10.8% | -0.2% | +11.0% | +11.0% |
| 30D | -33.4% | +3.6% | -37.0% | -34.5% |
| 3M | -32.2% | -0.2% | -32.0% | -32.9% |
| 6M | -42.1% | +13.9% | -56.0% | -46.6% |
| YTD | +61.9% | +6.5% | +55.4% | +51.0% |
| 1Y | +163.0% | +20.7% | +142.3% | +129.0% |
| 3Y | +1,358.0% | +229.5% | +1,128.5% | +572.5% |
| All | +1,358.0% | +231.6% | +1,126.5% | +572.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling