+490.8%
LITE vs TRGP
+415.2%
+75.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.7% | +8.3% | +7.1% |
| 7D | -35.9% | -16.0% | -19.9% | -29.0% |
| 30D | -51.5% | -6.4% | -45.1% | -49.2% |
| 3M | -35.7% | -1.0% | -34.8% | -35.2% |
| 6M | -43.0% | +7.0% | -49.9% | -44.9% |
| YTD | +46.1% | +46.1% | 0.0% | +18.4% |
| 1Y | +124.7% | +58.7% | +66.0% | +74.2% |
| 3Y | +1,172.1% | +221.9% | +950.2% | +697.2% |
| All | +490.8% | +415.2% | +75.7% | +212.9% |
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