+146.1%
LITE vs SGI
-33.8%
+179.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -3.9% |
| 7D | +22.6% | -10.7% | +33.2% | +21.1% |
| 30D | -36.8% | -3.6% | -33.2% | -36.7% |
| 3M | -33.0% | -5.4% | -27.6% | -33.0% |
| 6M | -37.1% | -7.0% | -30.0% | -37.3% |
| YTD | +69.5% | -31.6% | +101.1% | +69.4% |
| 1Y | +146.1% | -33.5% | +179.6% | +155.9% |
| All | +146.1% | -33.8% | +179.9% | +155.9% |
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