+1,533.3%
LITE vs T
+56.1%
+1,477.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.6% |
| 7D | -12.9% | +1.7% | -14.6% | -13.1% |
| 30D | -46.0% | -1.7% | -44.3% | -46.0% |
| 3M | -33.0% | -7.3% | -25.7% | -33.0% |
| 6M | -34.0% | -11.2% | -22.8% | -33.6% |
| YTD | +61.7% | -8.1% | +69.8% | +60.2% |
| 1Y | +148.3% | -8.0% | +156.3% | +145.4% |
| 3Y | +1,408.5% | +62.1% | +1,346.4% | +1,072.4% |
| 5Y | +546.2% | +55.7% | +490.5% | +395.0% |
| 10Y | +1,533.3% | +54.1% | +1,479.2% | +1,135.6% |
| All | +1,533.3% | +56.1% | +1,477.2% | +1,135.6% |
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