+2,898.2%
LITE vs GRMN
+816.6%
+2,081.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.0% | -17.7% | -18.2% |
| 7D | -44.6% | +2.3% | -46.9% | -45.4% |
| 30D | -55.0% | +2.6% | -57.6% | -56.0% |
| 3M | -38.3% | -5.0% | -33.3% | -37.3% |
| 6M | -48.8% | +23.1% | -71.8% | -55.7% |
| YTD | +38.3% | +42.9% | -4.6% | +9.4% |
| 1Y | +119.0% | +41.7% | +77.3% | +74.5% |
| 3Y | +1,092.0% | +160.7% | +931.3% | +551.9% |
| 5Y | +446.1% | +124.2% | +321.9% | +219.5% |
| 10Y | +1,381.7% | +684.8% | +696.9% | +380.9% |
| All | +2,898.2% | +816.6% | +2,081.7% | +810.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling