+580.4%
LITE vs TRGP
+500.4%
+80.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.2% | -4.5% |
| 7D | +22.6% | +9.0% | +13.5% | +17.0% |
| 30D | -36.8% | +1.5% | -38.3% | -36.5% |
| 3M | -33.0% | +10.7% | -43.7% | -36.1% |
| 6M | -37.1% | +17.1% | -54.2% | -42.1% |
| YTD | +69.5% | +63.6% | +5.8% | +29.2% |
| 1Y | +146.1% | +77.0% | +69.1% | +80.1% |
| 3Y | +1,440.8% | +273.2% | +1,167.7% | +796.1% |
| 5Y | +580.4% | +508.6% | +71.8% | +232.6% |
| All | +580.4% | +500.4% | +80.0% | +232.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling