+1,402.3%
LITE vs TER
+897.7%
+504.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +4.0% |
| 7D | -35.9% | -20.5% | -15.5% | -24.7% |
| 30D | -51.5% | -47.0% | -4.5% | -25.9% |
| 3M | -35.7% | -43.3% | +7.5% | -5.6% |
| 6M | -43.0% | -42.9% | -0.1% | -18.0% |
| YTD | +46.1% | +12.9% | +33.3% | +32.1% |
| 1Y | +124.7% | +18.2% | +106.5% | +99.7% |
| 3Y | +1,172.1% | +151.8% | +1,020.3% | +571.4% |
| 5Y | +477.0% | +54.2% | +422.8% | +284.0% |
| All | +1,402.3% | +897.7% | +504.6% | +79.2% |
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