+446.1%
LITE vs GPC
+6.4%
+439.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.6% | -17.1% | -18.5% |
| 7D | -44.6% | +1.7% | -46.2% | -44.7% |
| 30D | -55.0% | -2.3% | -52.7% | -55.0% |
| 3M | -38.3% | -4.5% | -33.8% | -38.1% |
| 6M | -48.8% | +21.6% | -70.3% | -52.0% |
| YTD | +38.3% | +4.0% | +34.2% | +32.3% |
| 1Y | +119.0% | +3.5% | +115.5% | +109.8% |
| 3Y | +1,092.0% | +2.1% | +1,089.9% | +988.8% |
| 5Y | +446.1% | +5.5% | +440.6% | +349.5% |
| All | +446.1% | +6.4% | +439.6% | +349.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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