+1,402.3%
LITE vs T
+55.6%
+1,346.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +5.8% |
| 7D | -35.9% | +1.0% | -37.0% | -36.0% |
| 30D | -51.5% | -10.6% | -40.9% | -50.9% |
| 3M | -35.7% | -7.7% | -28.0% | -35.7% |
| 6M | -43.0% | -13.3% | -29.7% | -42.3% |
| YTD | +46.1% | -8.8% | +54.9% | +44.9% |
| 1Y | +124.7% | -8.4% | +133.1% | +122.1% |
| 3Y | +1,172.1% | +59.6% | +1,112.4% | +892.4% |
| 5Y | +477.0% | +52.1% | +424.9% | +345.7% |
| All | +1,402.3% | +55.6% | +1,346.7% | +993.1% |
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