+630.2%
LITE vs TE
-78.8%
+709.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.6% | +7.8% | -0.2% |
| 7D | -13.9% | -26.9% | +12.9% | -9.2% |
| 30D | -46.9% | -38.9% | -8.0% | -42.5% |
| 3M | -28.0% | -61.0% | +33.0% | -16.9% |
| 6M | -35.2% | -66.4% | +31.2% | -25.0% |
| YTD | +58.9% | -69.0% | +127.9% | +80.9% |
| 1Y | +125.3% | -54.0% | +179.3% | +141.1% |
| 3Y | +1,344.4% | +38.0% | +1,306.4% | +1,051.0% |
| 5Y | +541.2% | -81.0% | +622.1% | +518.1% |
| All | +630.2% | -78.8% | +709.1% | +614.7% |
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