+2,898.2%
LITE vs T
+83.4%
+2,814.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | 0.0% | -18.6% | -18.7% |
| 7D | -44.6% | +4.3% | -48.9% | -44.9% |
| 30D | -55.0% | -9.7% | -45.4% | -54.5% |
| 3M | -38.3% | -4.3% | -34.0% | -38.6% |
| 6M | -48.8% | -13.7% | -35.1% | -48.0% |
| YTD | +38.3% | -8.0% | +46.3% | +37.0% |
| 1Y | +119.0% | -6.9% | +125.9% | +115.8% |
| 3Y | +1,092.0% | +59.7% | +1,032.3% | +836.3% |
| 5Y | +446.1% | +53.4% | +392.6% | +323.7% |
| 10Y | +1,381.7% | +58.2% | +1,323.5% | +1,056.6% |
| All | +2,898.2% | +83.4% | +2,814.9% | +2,160.6% |
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