+1,670.7%
LITE vs SPGI
+337.7%
+1,333.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.5% |
| 7D | +3.4% | -1.4% | +4.8% | +4.3% |
| 30D | -34.9% | +15.3% | -50.2% | -39.6% |
| 3M | -21.0% | +16.5% | -37.5% | -28.1% |
| 6M | -38.5% | +19.8% | -58.3% | -46.6% |
| YTD | +75.8% | -3.2% | +79.1% | +67.9% |
| 1Y | +156.7% | +1.8% | +154.9% | +135.9% |
| 3Y | +1,498.6% | +30.6% | +1,468.0% | +1,132.2% |
| 5Y | +610.9% | +16.0% | +594.9% | +480.4% |
| 10Y | +1,670.7% | +338.6% | +1,332.1% | +430.2% |
| All | +1,670.7% | +337.7% | +1,333.0% | +430.2% |
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