+1,172.1%
LITE vs TER
+150.3%
+1,021.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +3.9% |
| 7D | -35.9% | -20.5% | -15.5% | -24.0% |
| 30D | -51.5% | -47.0% | -4.5% | -24.2% |
| 3M | -35.7% | -43.3% | +7.5% | -3.7% |
| 6M | -43.0% | -42.9% | -0.1% | -16.5% |
| YTD | +46.1% | +12.9% | +33.3% | +30.6% |
| 1Y | +124.7% | +18.2% | +106.5% | +96.8% |
| 3Y | +1,172.1% | +151.8% | +1,020.3% | +454.7% |
| All | +1,172.1% | +150.3% | +1,021.8% | +454.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling