+232.7%
LITE vs SGI
-10.7%
+243.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.8% | -14.7% | -7.1% |
| 7D | -31.4% | +12.1% | -43.5% | -30.6% |
| 30D | -42.6% | +12.1% | -54.7% | -41.9% |
| 3M | -26.2% | +0.4% | -26.6% | -24.8% |
| 6M | -35.8% | -4.0% | -31.8% | -33.7% |
| YTD | +70.0% | -21.2% | +91.3% | +75.8% |
| 1Y | +232.7% | -12.1% | +244.8% | +229.9% |
| All | +232.7% | -10.7% | +243.5% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling