+163.0%
LITE vs TRGP
+76.5%
+86.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.7% |
| 7D | +10.8% | +12.4% | -1.6% | +4.0% |
| 30D | -33.4% | +2.6% | -36.1% | -33.0% |
| 3M | -32.2% | +11.9% | -44.1% | -33.6% |
| 6M | -42.1% | +13.9% | -56.0% | -43.6% |
| YTD | +61.9% | +64.2% | -2.3% | +36.3% |
| 1Y | +163.0% | +78.5% | +84.5% | +103.2% |
| All | +163.0% | +76.5% | +86.5% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling