+542.4%
LITE vs SGI
+49.4%
+492.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | 0.0% |
| 7D | -13.9% | -3.9% | -10.0% | -12.9% |
| 30D | -46.9% | +0.9% | -47.9% | -47.7% |
| 3M | -28.0% | -2.9% | -25.1% | -28.8% |
| 6M | -35.2% | -9.0% | -26.3% | -35.3% |
| YTD | +58.9% | -29.2% | +88.0% | +73.3% |
| 1Y | +125.3% | -32.3% | +157.6% | +151.4% |
| 3Y | +1,344.4% | +72.4% | +1,272.0% | +990.4% |
| All | +542.4% | +49.4% | +492.9% | +372.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling