+1,563.7%
LITE vs T
+105.3%
+1,458.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +3.3% |
| 7D | -1.5% | -1.3% | -0.3% | -1.9% |
| 30D | +6.7% | +11.4% | -4.7% | +10.5% |
| 3M | -6.8% | +14.3% | -21.0% | -2.0% |
| 6M | +29.4% | -9.3% | +38.7% | +28.5% |
| YTD | +139.1% | +7.1% | +132.0% | +147.8% |
| 1Y | +521.0% | -9.1% | +530.1% | +524.9% |
| All | +1,563.7% | +105.3% | +1,458.4% | +1,341.3% |
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