+1,321.8%
LITE vs GS
+497.0%
+824.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.4% | -12.3% | -13.9% |
| 7D | -44.6% | -6.3% | -38.2% | -41.5% |
| 30D | -55.0% | -3.1% | -51.9% | -53.5% |
| 3M | -38.3% | -17.7% | -20.7% | -28.4% |
| 6M | -48.8% | -4.6% | -44.2% | -46.1% |
| YTD | +38.3% | +0.3% | +38.0% | +39.2% |
| 1Y | +119.0% | +11.7% | +107.3% | +106.1% |
| 3Y | +1,092.0% | +183.6% | +908.4% | +531.8% |
| 5Y | +446.1% | +141.0% | +305.1% | +213.0% |
| All | +1,321.8% | +497.0% | +824.8% | +500.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling