-35.8%
LITE vs SPGI
+20.6%
-56.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.4% | -11.2% | -3.4% |
| 7D | -31.4% | +7.2% | -38.6% | -24.2% |
| 30D | -42.6% | +23.2% | -65.8% | -24.2% |
| 3M | -26.2% | +17.0% | -43.2% | -7.3% |
| 6M | -35.8% | +20.4% | -56.2% | -14.5% |
| All | -35.8% | +20.6% | -56.4% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling