+571.6%
LITE vs TE
-75.9%
+647.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -47.7% |
| 3M | -35.7% | -57.5% | +21.7% | -26.8% |
| 6M | -43.0% | -55.2% | +12.3% | -36.8% |
| YTD | +46.1% | -64.7% | +110.8% | +63.1% |
| 1Y | +124.7% | -35.9% | +160.6% | +129.6% |
| 3Y | +1,172.1% | -31.8% | +1,203.9% | +995.6% |
| 5Y | +477.0% | -79.4% | +556.5% | +445.9% |
| All | +571.6% | -75.9% | +647.5% | +544.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling