+546.2%
LITE vs SPGI
+12.2%
+534.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +10.5% |
| 7D | -12.9% | -0.9% | -12.0% | -12.7% |
| 30D | -46.0% | +15.5% | -61.5% | -47.8% |
| 3M | -33.0% | +15.7% | -48.7% | -35.9% |
| 6M | -34.0% | +19.1% | -53.1% | -38.8% |
| YTD | +61.7% | -4.1% | +65.8% | +62.7% |
| 1Y | +148.3% | +1.2% | +147.1% | +140.4% |
| 3Y | +1,408.5% | +31.6% | +1,376.9% | +1,127.8% |
| 5Y | +546.2% | +12.4% | +533.7% | +436.6% |
| All | +546.2% | +12.2% | +534.0% | +436.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling