+1,172.1%
LITE vs GTLB
+12.7%
+1,159.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.0% |
| 7D | -35.9% | -11.1% | -24.8% | -34.2% |
| 30D | -51.5% | -7.5% | -44.0% | -50.6% |
| 3M | -35.7% | +34.8% | -70.5% | -39.8% |
| 6M | -43.0% | +98.0% | -140.9% | -52.1% |
| YTD | +46.1% | +28.1% | +18.0% | +37.2% |
| 1Y | +124.7% | +5.6% | +119.2% | +126.2% |
| 3Y | +1,172.1% | +15.9% | +1,156.1% | +1,093.2% |
| All | +1,172.1% | +12.7% | +1,159.3% | +1,093.2% |
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