+2,331.0%
LITE vs SPGI
+308.9%
+2,022.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.8% |
| 7D | -1.5% | +0.1% | -1.7% | -1.8% |
| 30D | +6.7% | +8.4% | -1.8% | +1.5% |
| 3M | -6.8% | +11.8% | -18.6% | -14.9% |
| 6M | +29.4% | +5.7% | +23.7% | +20.3% |
| YTD | +139.1% | -9.7% | +148.8% | +138.5% |
| 1Y | +521.0% | -12.5% | +533.5% | +522.1% |
| 3Y | +1,535.3% | +21.8% | +1,513.5% | +1,216.1% |
| 5Y | +889.8% | +8.2% | +881.7% | +741.2% |
| All | +2,331.0% | +308.9% | +2,022.2% | +632.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling