+446.1%
LITE vs SPGI
+11.5%
+434.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.9% | -16.7% | -18.3% |
| 7D | -44.6% | +2.6% | -47.1% | -44.9% |
| 30D | -55.0% | +19.3% | -74.3% | -56.9% |
| 3M | -38.3% | +15.5% | -53.8% | -40.9% |
| 6M | -48.8% | +18.3% | -67.1% | -52.3% |
| YTD | +38.3% | -3.8% | +42.1% | +39.1% |
| 1Y | +119.0% | +1.3% | +117.6% | +112.0% |
| 3Y | +1,092.0% | +33.6% | +1,058.4% | +862.6% |
| 5Y | +446.1% | +13.2% | +432.9% | +351.6% |
| All | +446.1% | +11.5% | +434.5% | +351.6% |
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