+3,586.8%
LITE vs T
+83.4%
+3,503.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.1% | -9.9% | -8.1% |
| 7D | -31.4% | +5.5% | -36.9% | -32.0% |
| 30D | -42.6% | -8.9% | -33.7% | -42.0% |
| 3M | -26.2% | -5.6% | -20.6% | -26.4% |
| 6M | -35.8% | -14.3% | -21.5% | -34.8% |
| YTD | +70.0% | -7.9% | +78.0% | +68.5% |
| 1Y | +232.7% | -6.4% | +239.2% | +227.5% |
| 3Y | +1,365.7% | +59.8% | +1,305.9% | +1,051.3% |
| 5Y | +609.5% | +55.3% | +554.1% | +447.6% |
| 10Y | +1,721.9% | +58.3% | +1,663.6% | +1,322.0% |
| All | +3,586.8% | +83.4% | +3,503.3% | +2,679.5% |
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