+5,083.9%
LITE vs GM
+243.9%
+4,839.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | -1.5% | +1.9% | -3.5% | -2.3% |
| 30D | +6.7% | -1.4% | +8.0% | +6.9% |
| 3M | -6.8% | +5.9% | -12.7% | -9.6% |
| 6M | +29.4% | +12.4% | +17.1% | +21.5% |
| YTD | +139.1% | +8.6% | +130.5% | +125.5% |
| 1Y | +521.0% | +52.6% | +468.4% | +406.2% |
| 3Y | +1,535.3% | +169.7% | +1,365.6% | +943.6% |
| 5Y | +889.8% | +87.5% | +802.3% | +599.1% |
| 10Y | +2,400.7% | +233.0% | +2,167.8% | +1,232.2% |
| All | +5,083.9% | +243.9% | +4,839.9% | +2,766.3% |
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