+124.7%
LITE vs SGI
-23.3%
+148.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.5% | +11.1% | +5.0% |
| 7D | -35.9% | +1.0% | -36.9% | -35.7% |
| 30D | -51.5% | +3.9% | -55.4% | -51.3% |
| 3M | -35.7% | -0.8% | -34.9% | -35.4% |
| 6M | -43.0% | -18.0% | -25.0% | -40.5% |
| YTD | +46.1% | -27.6% | +73.7% | +47.6% |
| 1Y | +124.7% | -27.2% | +151.9% | +126.5% |
| All | +124.7% | -23.3% | +148.0% | +126.5% |
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 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