+163.0%
LITE vs SPGI
+2.7%
+160.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -3.5% |
| 7D | +10.8% | +1.2% | +9.5% | +11.9% |
| 30D | -33.4% | +15.9% | -49.4% | -23.8% |
| 3M | -32.2% | +12.3% | -44.5% | -23.5% |
| 6M | -42.1% | +23.7% | -65.8% | -28.7% |
| YTD | +61.9% | -3.5% | +65.4% | +77.9% |
| 1Y | +163.0% | +0.4% | +162.6% | +200.7% |
| All | +163.0% | +2.7% | +160.3% | +200.7% |
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