+446.1%
LITE vs TER
+49.3%
+396.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -15.2% | -3.4% | -8.7% |
| 7D | -44.6% | -28.2% | -16.4% | -30.3% |
| 30D | -55.0% | -50.6% | -4.5% | -28.1% |
| 3M | -38.3% | -45.3% | +7.0% | -7.2% |
| 6M | -48.8% | -40.4% | -8.4% | -28.4% |
| YTD | +38.3% | +10.0% | +28.2% | +28.2% |
| 1Y | +119.0% | +13.6% | +105.4% | +100.9% |
| 3Y | +1,092.0% | +145.2% | +946.8% | +564.3% |
| 5Y | +446.1% | +50.4% | +395.7% | +252.6% |
| All | +446.1% | +49.3% | +396.8% | +252.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling