+1,375.6%
LITE vs SGI
+397.2%
+978.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.5% | +11.1% | +7.4% |
| 7D | -35.9% | +1.0% | -36.9% | -36.5% |
| 30D | -51.5% | +3.9% | -55.4% | -52.7% |
| 3M | -35.7% | -0.8% | -34.9% | -36.8% |
| 6M | -43.0% | -18.0% | -25.0% | -40.9% |
| YTD | +46.1% | -27.6% | +73.7% | +55.9% |
| 1Y | +124.7% | -27.2% | +151.9% | +139.7% |
| 3Y | +1,172.1% | +76.0% | +1,096.1% | +909.3% |
| 5Y | +477.0% | +50.0% | +427.1% | +360.7% |
| All | +1,375.6% | +397.2% | +978.4% | +733.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling