+1,568.0%
LITE vs TER
+1,060.7%
+507.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.1% |
| 7D | +22.6% | +24.0% | -1.4% | +6.9% |
| 30D | -36.8% | -30.6% | -6.1% | -18.8% |
| 3M | -33.0% | -34.5% | +1.5% | -10.6% |
| 6M | -37.1% | -26.4% | -10.7% | -23.1% |
| YTD | +69.5% | +36.4% | +33.0% | +35.9% |
| 1Y | +146.1% | +47.4% | +98.7% | +90.2% |
| 3Y | +1,440.8% | +202.6% | +1,238.3% | +623.8% |
| 5Y | +580.4% | +83.9% | +496.6% | +305.2% |
| All | +1,568.0% | +1,060.7% | +507.3% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling