+5,083.9%
LITE vs GS
+509.4%
+4,574.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | +0.9% | -2.5% | -2.3% |
| 30D | +6.7% | -1.6% | +8.2% | +7.7% |
| 3M | -6.8% | -4.5% | -2.3% | -3.2% |
| 6M | +29.4% | +20.9% | +8.6% | +15.2% |
| YTD | +139.1% | +19.9% | +119.2% | +111.2% |
| 1Y | +521.0% | +41.4% | +479.6% | +395.4% |
| 3Y | +1,535.3% | +239.2% | +1,296.1% | +691.3% |
| 5Y | +889.8% | +185.0% | +704.8% | +417.0% |
| 10Y | +2,400.7% | +655.0% | +1,745.8% | +673.0% |
| All | +5,083.9% | +509.4% | +4,574.5% | +1,283.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling