+555.0%
LITE vs TRI
-41.0%
+596.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -6.5% | +17.5% | +6.8% |
| 7D | +12.6% | -7.1% | +19.7% | +8.2% |
| 30D | +9.9% | -2.3% | +12.3% | +10.4% |
| 3M | +9.3% | +19.6% | -10.3% | +28.9% |
| 6M | +75.2% | -8.7% | +83.9% | +88.5% |
| YTD | +165.5% | -22.3% | +187.7% | +141.2% |
| 1Y | +555.0% | -40.7% | +595.6% | +376.3% |
| All | +555.0% | -41.0% | +596.0% | +376.3% |
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