+643.4%
LITE vs TE
-76.6%
+720.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.0% | +13.7% | +11.2% |
| 7D | -12.9% | -10.5% | -2.3% | -11.1% |
| 30D | -46.0% | -32.4% | -13.5% | -42.3% |
| 3M | -33.0% | -60.9% | +27.8% | -22.8% |
| 6M | -34.0% | -62.8% | +28.8% | -24.8% |
| YTD | +61.7% | -65.7% | +127.5% | +81.3% |
| 1Y | +148.3% | -39.9% | +188.2% | +155.9% |
| 3Y | +1,408.5% | +10.6% | +1,397.9% | +1,125.6% |
| 5Y | +546.2% | -79.7% | +625.8% | +513.7% |
| All | +643.4% | -76.6% | +720.0% | +616.2% |
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