+901.5%
LITE vs TRI
-1.9%
+903.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.4% | +9.4% | +3.0% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | +6.7% | +7.9% | -1.2% | +8.4% |
| 3M | -6.8% | +24.1% | -30.8% | -2.9% |
| 6M | +29.4% | +3.8% | +25.6% | +36.4% |
| YTD | +139.1% | -16.9% | +155.9% | +164.8% |
| 1Y | +521.0% | -38.4% | +559.4% | +664.0% |
| 3Y | +1,535.3% | -12.2% | +1,547.5% | +1,503.0% |
| All | +901.5% | -1.9% | +903.5% | +731.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling