+1,172.1%
LITE vs GPN
-11.4%
+1,183.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.1% | +5.3% |
| 7D | -35.9% | +0.6% | -36.5% | -36.0% |
| 30D | -51.5% | +20.1% | -71.7% | -53.0% |
| 3M | -35.7% | +11.4% | -47.1% | -37.2% |
| 6M | -43.0% | +40.8% | -83.8% | -48.4% |
| YTD | +46.1% | +27.1% | +19.0% | +34.9% |
| 1Y | +124.7% | +29.2% | +95.5% | +105.5% |
| 3Y | +1,172.1% | -9.4% | +1,181.4% | +1,028.5% |
| All | +1,172.1% | -11.4% | +1,183.4% | +1,028.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling