+901.5%
LITE vs GM
+88.8%
+812.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | -1.5% | +1.9% | -3.5% | -2.4% |
| 30D | +6.7% | -1.4% | +8.0% | +7.0% |
| 3M | -6.8% | +5.9% | -12.7% | -10.0% |
| 6M | +29.4% | +12.4% | +17.1% | +20.4% |
| YTD | +139.1% | +8.6% | +130.5% | +123.4% |
| 1Y | +521.0% | +52.6% | +468.4% | +387.5% |
| 3Y | +1,535.3% | +169.7% | +1,365.6% | +848.3% |
| All | +901.5% | +88.8% | +812.7% | +536.4% |
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 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