+5,083.9%
LITE vs TRI
+259.3%
+4,824.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.4% | +9.4% | +4.6% |
| 7D | -1.5% | -0.5% | -1.0% | -1.6% |
| 30D | +6.7% | +7.9% | -1.2% | +5.0% |
| 3M | -6.8% | +24.1% | -30.8% | -12.0% |
| 6M | +29.4% | +3.8% | +25.6% | +26.3% |
| YTD | +139.1% | -16.9% | +155.9% | +151.2% |
| 1Y | +521.0% | -38.4% | +559.4% | +647.4% |
| 3Y | +1,535.3% | -12.2% | +1,547.5% | +1,460.7% |
| 5Y | +889.8% | -1.8% | +891.6% | +769.0% |
| 10Y | +2,400.7% | +207.6% | +2,193.1% | +1,113.0% |
| All | +5,083.9% | +259.3% | +4,824.5% | +2,327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling