+5,083.9%
LITE vs SPGI
+390.2%
+4,693.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.7% |
| 7D | -1.5% | +0.1% | -1.7% | -1.8% |
| 30D | +6.7% | +8.4% | -1.8% | +2.0% |
| 3M | -6.8% | +11.8% | -18.6% | -14.2% |
| 6M | +29.4% | +5.7% | +23.7% | +21.1% |
| YTD | +139.1% | -9.7% | +148.8% | +138.7% |
| 1Y | +521.0% | -12.5% | +533.5% | +522.4% |
| 3Y | +1,535.3% | +21.8% | +1,513.5% | +1,251.8% |
| 5Y | +889.8% | +8.2% | +881.7% | +758.2% |
| 10Y | +2,400.7% | +309.5% | +2,091.2% | +1,017.0% |
| All | +5,083.9% | +390.2% | +4,693.6% | +1,781.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling