+5,083.9%
LITE vs TRGP
+473.4%
+4,610.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +6.7% | +11.5% | -4.9% | +3.8% |
| 3M | -6.8% | +9.0% | -15.7% | -8.8% |
| 6M | +29.4% | +20.5% | +8.9% | +23.7% |
| YTD | +139.1% | +59.5% | +79.6% | +114.8% |
| 1Y | +521.0% | +77.9% | +443.1% | +445.0% |
| 3Y | +1,535.3% | +253.6% | +1,281.7% | +1,186.4% |
| 5Y | +889.8% | +615.5% | +274.4% | +587.1% |
| 10Y | +2,400.7% | +897.1% | +1,503.6% | +1,383.4% |
| All | +5,083.9% | +473.4% | +4,610.4% | +2,622.2% |
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 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