+901.5%
LITE vs T
+67.4%
+834.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +3.9% |
| 7D | -1.5% | -1.3% | -0.3% | -1.6% |
| 30D | +6.7% | +11.4% | -4.7% | +7.0% |
| 3M | -6.8% | +14.3% | -21.0% | -6.3% |
| 6M | +29.4% | -9.3% | +38.7% | +30.6% |
| YTD | +139.1% | +7.1% | +132.0% | +139.6% |
| 1Y | +521.0% | -9.1% | +530.1% | +529.9% |
| 3Y | +1,535.3% | +105.3% | +1,430.0% | +1,276.0% |
| All | +901.5% | +67.4% | +834.2% | +811.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling