+3,586.8%
LITE vs GS
+444.5%
+3,142.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.6% | -11.4% | -10.3% |
| 7D | -31.4% | +0.3% | -31.7% | -31.7% |
| 30D | -42.6% | +3.9% | -46.5% | -44.0% |
| 3M | -26.2% | -11.4% | -14.8% | -19.9% |
| 6M | -35.8% | +3.7% | -39.5% | -36.9% |
| YTD | +70.0% | +7.1% | +62.9% | +62.4% |
| 1Y | +232.7% | +19.7% | +213.1% | +197.8% |
| 3Y | +1,365.7% | +202.8% | +1,162.9% | +666.7% |
| 5Y | +609.5% | +156.7% | +452.8% | +300.2% |
| 10Y | +1,721.9% | +548.7% | +1,173.2% | +516.7% |
| All | +3,586.8% | +444.5% | +3,142.3% | +963.7% |
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