+2,898.2%
LITE vs SGI
+311.0%
+2,587.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.9% | -17.9% |
| 7D | -44.6% | +5.3% | -49.9% | -45.6% |
| 30D | -55.0% | +8.2% | -63.2% | -56.4% |
| 3M | -38.3% | -2.2% | -36.1% | -38.9% |
| 6M | -48.8% | -8.4% | -40.3% | -48.8% |
| YTD | +38.3% | -23.4% | +61.7% | +44.6% |
| 1Y | +119.0% | -14.0% | +133.0% | +120.5% |
| 3Y | +1,092.0% | +78.8% | +1,013.2% | +864.4% |
| 5Y | +446.1% | +58.6% | +387.5% | +339.3% |
| 10Y | +1,381.7% | +427.8% | +953.8% | +718.2% |
| All | +2,898.2% | +311.0% | +2,587.2% | +1,672.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling