+1,103.8%
LITE vs T
+60.2%
+1,043.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | 0.0% | -18.6% | -18.7% |
| 7D | -44.6% | +4.3% | -48.9% | -43.3% |
| 30D | -55.0% | -9.7% | -45.4% | -56.5% |
| 3M | -38.3% | -4.3% | -34.0% | -38.7% |
| 6M | -48.8% | -13.7% | -35.1% | -50.4% |
| YTD | +38.3% | -8.0% | +46.3% | +37.4% |
| 1Y | +119.0% | -6.9% | +125.9% | +118.7% |
| All | +1,103.8% | +60.2% | +1,043.6% | +1,174.2% |
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