+490.8%
LITE vs GM
+53.0%
+437.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.2% | +7.1% |
| 7D | -35.9% | -1.4% | -34.5% | -35.8% |
| 30D | -51.5% | +6.4% | -57.9% | -53.1% |
| 3M | -35.7% | -0.7% | -35.0% | -36.6% |
| 6M | -43.0% | +9.9% | -52.9% | -47.1% |
| YTD | +46.1% | +6.7% | +39.5% | +35.7% |
| 1Y | +124.7% | +26.2% | +98.5% | +91.5% |
| 3Y | +1,172.1% | +205.0% | +967.0% | +578.2% |
| All | +490.8% | +53.0% | +437.8% | +288.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling