-35.8%
LITE vs TER
-27.1%
-8.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.8% | -1.0% | -2.6% |
| 7D | -31.4% | -19.9% | -11.6% | -18.5% |
| 30D | -42.6% | -43.5% | +1.0% | -11.5% |
| 3M | -26.2% | -37.8% | +11.6% | +6.0% |
| 6M | -35.8% | -25.6% | -10.2% | -16.9% |
| All | -35.8% | -27.1% | -8.7% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling