+1,493.1%
LITE vs T
+60.4%
+1,432.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | +2.5% | +8.2% | +10.4% |
| 30D | -33.4% | -3.8% | -29.7% | -33.2% |
| 3M | -32.2% | -8.7% | -23.5% | -31.8% |
| 6M | -42.1% | -8.1% | -34.0% | -42.0% |
| YTD | +61.9% | -6.4% | +68.3% | +60.0% |
| 1Y | +163.0% | -9.8% | +172.7% | +162.1% |
| 3Y | +1,358.0% | +65.5% | +1,292.5% | +1,030.2% |
| 5Y | +549.9% | +57.0% | +493.0% | +399.4% |
| All | +1,493.1% | +60.4% | +1,432.7% | +1,115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling