+1,172.1%
LITE vs GRMN
+160.2%
+1,011.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -35.9% | +4.7% | -40.7% | -37.1% |
| 30D | -51.5% | +3.4% | -54.9% | -52.4% |
| 3M | -35.7% | -5.0% | -30.7% | -34.8% |
| 6M | -43.0% | +18.6% | -61.5% | -47.9% |
| YTD | +46.1% | +42.5% | +3.6% | +21.7% |
| 1Y | +124.7% | +42.3% | +82.4% | +87.5% |
| 3Y | +1,172.1% | +158.5% | +1,013.6% | +677.3% |
| All | +1,172.1% | +160.2% | +1,011.8% | +677.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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