+125.3%
LITE vs SPGI
+2.3%
+123.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.3% |
| 7D | -13.9% | +1.6% | -15.5% | -12.7% |
| 30D | -46.9% | +16.1% | -63.0% | -39.0% |
| 3M | -28.0% | +15.5% | -43.5% | -16.7% |
| 6M | -35.2% | +19.6% | -54.9% | -21.1% |
| YTD | +58.9% | -3.6% | +62.5% | +72.5% |
| 1Y | +125.3% | +2.2% | +123.1% | +172.4% |
| All | +125.3% | +2.3% | +123.0% | +172.4% |
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