+3,406.8%
LITE vs GM
+251.3%
+3,155.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.1% | +6.6% | +9.1% |
| 7D | -12.9% | -0.3% | -12.6% | -12.7% |
| 30D | -46.0% | +8.4% | -54.3% | -47.8% |
| 3M | -33.0% | +2.6% | -35.6% | -34.5% |
| 6M | -34.0% | +14.3% | -48.3% | -39.0% |
| YTD | +61.7% | +11.0% | +50.8% | +49.8% |
| 1Y | +148.3% | +27.8% | +120.5% | +116.9% |
| 3Y | +1,408.5% | +246.7% | +1,161.8% | +765.7% |
| 5Y | +546.2% | +59.6% | +486.6% | +380.0% |
| 10Y | +1,533.3% | +249.1% | +1,284.2% | +748.5% |
| All | +3,406.8% | +251.3% | +3,155.5% | +1,803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling