+1,563.7%
LITE vs SPGI
+21.8%
+1,541.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.1% |
| 7D | -1.5% | +0.1% | -1.7% | -1.5% |
| 30D | +6.7% | +8.4% | -1.8% | +6.1% |
| 3M | -6.8% | +11.8% | -18.6% | -8.6% |
| 6M | +29.4% | +5.7% | +23.7% | +28.8% |
| YTD | +139.1% | -9.7% | +148.8% | +151.3% |
| 1Y | +521.0% | -12.5% | +533.5% | +564.8% |
| All | +1,563.7% | +21.8% | +1,541.9% | +1,168.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling