+523.4%
LITE vs GTLB
-49.0%
+572.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.0% |
| 7D | -35.9% | -11.1% | -24.8% | -34.4% |
| 30D | -51.5% | -7.5% | -44.0% | -50.7% |
| 3M | -35.7% | +34.8% | -70.5% | -39.5% |
| 6M | -43.0% | +98.0% | -140.9% | -50.9% |
| YTD | +46.1% | +28.1% | +18.0% | +35.1% |
| 1Y | +124.7% | +5.6% | +119.2% | +116.7% |
| 3Y | +1,172.1% | +15.9% | +1,156.1% | +1,083.6% |
| 5Y | +477.0% | -61.1% | +538.1% | +436.0% |
| All | +523.4% | -49.0% | +572.4% | +475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling