+490.8%
LITE vs T
+52.3%
+438.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +5.6% |
| 7D | -35.9% | +1.0% | -37.0% | -35.8% |
| 30D | -51.5% | -10.6% | -40.9% | -51.9% |
| 3M | -35.7% | -7.7% | -28.0% | -36.2% |
| 6M | -43.0% | -13.3% | -29.7% | -43.1% |
| YTD | +46.1% | -8.8% | +54.9% | +45.0% |
| 1Y | +124.7% | -8.4% | +133.1% | +122.7% |
| 3Y | +1,172.1% | +59.6% | +1,112.4% | +990.7% |
| All | +490.8% | +52.3% | +438.5% | +414.8% |
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 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