+124.7%
LITE vs TE
-42.6%
+167.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +4.7% |
| 7D | -35.9% | -12.6% | -23.3% | -33.1% |
| 30D | -51.5% | -36.7% | -14.8% | -45.4% |
| 3M | -35.7% | -57.5% | +21.7% | -21.3% |
| 6M | -43.0% | -55.2% | +12.3% | -31.8% |
| YTD | +46.1% | -64.7% | +110.8% | +72.0% |
| 1Y | +124.7% | -35.9% | +160.6% | +108.2% |
| All | +124.7% | -42.6% | +167.3% | +108.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling