+2,331.0%
LITE vs SGI
+277.9%
+2,053.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | -1.5% | +8.5% | -10.1% | -4.2% |
| 30D | +6.7% | +0.7% | +6.0% | +5.8% |
| 3M | -6.8% | +0.6% | -7.4% | -8.1% |
| 6M | +29.4% | -17.9% | +47.4% | +35.5% |
| YTD | +139.1% | -21.2% | +160.3% | +151.1% |
| 1Y | +521.0% | -18.9% | +539.9% | +545.2% |
| 3Y | +1,535.3% | +52.6% | +1,482.7% | +1,277.4% |
| 5Y | +889.8% | +60.7% | +829.1% | +687.5% |
| All | +2,331.0% | +277.9% | +2,053.1% | +1,250.3% |
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