+901.5%
LITE vs GS
+185.3%
+716.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | +0.9% | -2.5% | -2.5% |
| 30D | +6.7% | -1.6% | +8.2% | +7.9% |
| 3M | -6.8% | -4.5% | -2.3% | -2.4% |
| 6M | +29.4% | +20.9% | +8.6% | +10.7% |
| YTD | +139.1% | +19.9% | +119.2% | +101.7% |
| 1Y | +521.0% | +41.4% | +479.6% | +357.2% |
| 3Y | +1,535.3% | +239.2% | +1,296.1% | +551.1% |
| All | +901.5% | +185.3% | +716.3% | +302.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling