+1,344.4%
LITE vs GTLB
+7.7%
+1,336.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -13.9% | -10.9% | -3.0% | -11.8% |
| 30D | -46.9% | -15.3% | -31.6% | -45.0% |
| 3M | -28.0% | +14.6% | -42.6% | -30.2% |
| 6M | -35.2% | +79.6% | -114.8% | -44.1% |
| YTD | +58.9% | +24.3% | +34.5% | +50.1% |
| 1Y | +125.3% | +1.0% | +124.3% | +129.5% |
| 3Y | +1,344.4% | +4.6% | +1,339.8% | +1,374.2% |
| All | +1,344.4% | +7.7% | +1,336.7% | +1,374.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling