+1,014.7%
LITE vs TE
-43.0%
+1,057.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.0% | +1.5% |
| 7D | +13.6% | +15.0% | -1.4% | +11.1% |
| 30D | +21.6% | -7.5% | +29.1% | +22.6% |
| 3M | +20.3% | -42.0% | +62.3% | +29.3% |
| 6M | +54.4% | -31.4% | +85.8% | +57.5% |
| YTD | +168.3% | -26.5% | +194.8% | +166.7% |
| 1Y | +551.8% | +153.1% | +398.7% | +421.7% |
| 3Y | +1,891.5% | -20.7% | +1,912.2% | +1,556.6% |
| 5Y | +1,014.7% | -45.4% | +1,060.2% | +808.6% |
| All | +1,014.7% | -43.0% | +1,057.8% | +808.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling