+5,083.9%
LITE vs T
+113.4%
+4,970.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.4% |
| 7D | -1.5% | -1.3% | -0.3% | -1.3% |
| 30D | +6.7% | +11.4% | -4.7% | +4.2% |
| 3M | -6.8% | +14.3% | -21.0% | -9.9% |
| 6M | +29.4% | -9.3% | +38.7% | +31.7% |
| YTD | +139.1% | +7.1% | +132.0% | +132.6% |
| 1Y | +521.0% | -9.1% | +530.1% | +529.9% |
| 3Y | +1,535.3% | +105.3% | +1,430.0% | +1,113.8% |
| 5Y | +889.8% | +66.8% | +823.0% | +676.7% |
| 10Y | +2,400.7% | +66.8% | +2,333.9% | +1,868.6% |
| All | +5,083.9% | +113.4% | +4,970.5% | +3,737.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling