+901.5%
LITE vs TRGP
+621.9%
+279.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | -1.5% | +0.8% | -2.3% | -2.0% |
| 30D | +6.7% | +11.5% | -4.9% | 0.0% |
| 3M | -6.8% | +9.0% | -15.7% | -11.7% |
| 6M | +29.4% | +20.5% | +8.9% | +15.9% |
| YTD | +139.1% | +59.5% | +79.6% | +84.0% |
| 1Y | +521.0% | +77.9% | +443.1% | +350.1% |
| 3Y | +1,535.3% | +253.6% | +1,281.7% | +874.5% |
| All | +901.5% | +621.9% | +279.7% | +380.1% |
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