+920.1%
LITE vs GTLB
-47.1%
+967.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.8% |
| 7D | -1.5% | +11.1% | -12.6% | -3.4% |
| 30D | +6.7% | +37.8% | -31.1% | +0.1% |
| 3M | -6.8% | +61.6% | -68.3% | -15.5% |
| 6M | +29.4% | +98.9% | -69.5% | +10.7% |
| YTD | +139.1% | +32.8% | +106.3% | +119.7% |
| 1Y | +521.0% | +14.7% | +506.3% | +486.8% |
| 3Y | +1,535.3% | +1.3% | +1,533.9% | +1,452.1% |
| All | +920.1% | -47.1% | +967.2% | +835.4% |
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