+580.4%
LITE vs TE
-82.7%
+663.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.5% | +3.9% | -2.3% |
| 7D | +22.6% | -13.6% | +36.1% | +25.6% |
| 30D | -36.8% | -37.7% | +0.9% | -31.4% |
| 3M | -33.0% | -59.8% | +26.8% | -22.3% |
| 6M | -37.1% | -66.3% | +29.3% | -26.6% |
| YTD | +69.5% | -70.5% | +140.0% | +95.7% |
| 1Y | +146.1% | -48.8% | +194.9% | +160.9% |
| 3Y | +1,440.8% | +31.3% | +1,409.5% | +1,107.5% |
| 5Y | +580.4% | -82.0% | +662.5% | +564.9% |
| All | +580.4% | -82.7% | +663.1% | +564.9% |
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