+1,172.1%
LITE vs TE
-36.2%
+1,208.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +5.1% |
| 7D | -35.9% | -12.6% | -23.3% | -34.2% |
| 30D | -51.5% | -36.7% | -14.8% | -47.6% |
| 3M | -35.7% | -57.5% | +21.7% | -26.6% |
| 6M | -43.0% | -55.2% | +12.3% | -36.5% |
| YTD | +46.1% | -64.7% | +110.8% | +64.0% |
| 1Y | +124.7% | -35.9% | +160.6% | +131.4% |
| 3Y | +1,172.1% | -31.8% | +1,203.9% | +994.2% |
| All | +1,172.1% | -36.2% | +1,208.3% | +994.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling