+1,172.1%
LITE vs T
+58.8%
+1,113.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +5.2% |
| 7D | -35.9% | +1.0% | -37.0% | -35.5% |
| 30D | -51.5% | -10.6% | -40.9% | -53.3% |
| 3M | -35.7% | -7.7% | -28.0% | -37.1% |
| 6M | -43.0% | -13.3% | -29.7% | -44.7% |
| YTD | +46.1% | -8.8% | +54.9% | +44.6% |
| 1Y | +124.7% | -8.4% | +133.1% | +123.0% |
| 3Y | +1,172.1% | +59.6% | +1,112.4% | +1,240.8% |
| All | +1,172.1% | +58.8% | +1,113.2% | +1,240.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling