+124.7%
LITE vs SPGI
+0.8%
+123.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.6% | +4.8% |
| 7D | -35.9% | +0.3% | -36.2% | -35.5% |
| 30D | -51.5% | +18.4% | -69.9% | -43.2% |
| 3M | -35.7% | +15.7% | -51.4% | -25.5% |
| 6M | -43.0% | +17.3% | -60.2% | -31.4% |
| YTD | +46.1% | -4.7% | +50.8% | +57.2% |
| 1Y | +124.7% | +1.8% | +122.9% | +176.6% |
| All | +124.7% | +0.8% | +123.9% | +176.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling