+562.5%
LITE vs TE
-82.5%
+645.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.4% | -4.0% |
| 7D | +10.8% | -19.1% | +29.8% | +14.8% |
| 30D | -33.4% | -34.1% | +0.7% | -28.4% |
| 3M | -32.2% | -60.1% | +27.9% | -21.2% |
| 6M | -42.1% | -66.0% | +23.9% | -32.4% |
| YTD | +61.9% | -71.4% | +133.3% | +88.1% |
| 1Y | +163.0% | -45.3% | +208.3% | +176.3% |
| 3Y | +1,358.0% | +9.1% | +1,348.9% | +1,075.9% |
| All | +562.5% | -82.5% | +645.0% | +566.0% |
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