+3,068.2%
LITE vs TRGP
+425.2%
+2,643.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.7% | +8.3% | +6.3% |
| 7D | -35.9% | -16.0% | -19.9% | -33.1% |
| 30D | -51.5% | -6.4% | -45.1% | -50.6% |
| 3M | -35.7% | -1.0% | -34.8% | -35.5% |
| 6M | -43.0% | +7.0% | -49.9% | -43.7% |
| YTD | +46.1% | +46.1% | 0.0% | +34.5% |
| 1Y | +124.7% | +58.7% | +66.0% | +103.3% |
| 3Y | +1,172.1% | +221.9% | +950.2% | +927.2% |
| 5Y | +477.0% | +419.9% | +57.1% | +326.0% |
| 10Y | +1,465.7% | +769.8% | +695.9% | +852.6% |
| All | +3,068.2% | +425.2% | +2,643.0% | +1,604.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling