+708.2%
LITE vs TE
-78.2%
+786.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +10.2% |
| 7D | +3.4% | -22.0% | +25.4% | +8.0% |
| 30D | -34.9% | -33.6% | -1.3% | -30.3% |
| 3M | -21.0% | -61.1% | +40.0% | -8.9% |
| 6M | -38.5% | -64.7% | +26.3% | -29.2% |
| YTD | +75.8% | -68.1% | +143.9% | +99.4% |
| 1Y | +156.7% | -51.7% | +208.4% | +172.7% |
| 3Y | +1,498.6% | +42.0% | +1,456.6% | +1,168.3% |
| 5Y | +610.9% | -80.8% | +691.7% | +582.8% |
| All | +708.2% | -78.2% | +786.4% | +687.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling