-48.8%
LITE vs SGI
-7.7%
-41.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.9% | -19.7% |
| 7D | -44.6% | +5.3% | -49.9% | -42.9% |
| 30D | -55.0% | +8.2% | -63.2% | -53.2% |
| 3M | -38.3% | -2.2% | -36.1% | -36.5% |
| 6M | -48.8% | -8.4% | -40.3% | -47.5% |
| All | -48.8% | -7.7% | -41.0% | -47.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling