+232.7%
LITE vs TRI
-22.4%
+255.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.4% | -14.3% | -3.3% |
| 7D | -31.4% | +1.0% | -32.4% | -30.0% |
| 30D | -42.6% | +20.8% | -63.3% | -33.2% |
| 3M | -26.2% | +8.1% | -34.3% | -17.6% |
| 6M | -35.8% | +24.2% | -60.0% | -16.5% |
| YTD | +70.0% | -7.8% | +77.8% | +69.3% |
| 1Y | +232.7% | -16.7% | +249.4% | +197.8% |
| All | +232.7% | -22.4% | +255.2% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling