+3,344.5%
LITE vs GPN
+103.1%
+3,241.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -3.3% |
| 7D | -13.9% | +3.7% | -17.6% | -15.0% |
| 30D | -46.9% | +23.6% | -70.5% | -51.7% |
| 3M | -28.0% | +18.3% | -46.3% | -34.1% |
| 6M | -35.2% | +47.8% | -83.0% | -47.2% |
| YTD | +58.9% | +32.6% | +26.3% | +32.4% |
| 1Y | +125.3% | +36.0% | +89.3% | +85.1% |
| 3Y | +1,344.4% | -3.9% | +1,348.3% | +1,249.4% |
| 5Y | +541.2% | -19.4% | +560.5% | +527.1% |
| 10Y | +1,587.5% | +52.1% | +1,535.5% | +1,182.2% |
| All | +3,344.5% | +103.1% | +3,241.4% | +2,743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling