+3,068.2%
LITE vs TRI
+282.7%
+2,785.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.7% | +10.4% | +5.9% |
| 7D | -35.9% | -4.8% | -31.1% | -35.8% |
| 30D | -51.5% | +13.4% | -64.9% | -52.3% |
| 3M | -35.7% | +13.1% | -48.9% | -37.3% |
| 6M | -43.0% | +24.4% | -67.4% | -46.5% |
| YTD | +46.1% | -11.4% | +57.6% | +51.8% |
| 1Y | +124.7% | -15.6% | +140.3% | +138.2% |
| 3Y | +1,172.1% | -6.5% | +1,178.5% | +1,100.1% |
| 5Y | +477.0% | +5.3% | +471.8% | +399.9% |
| 10Y | +1,465.7% | +239.9% | +1,225.7% | +641.3% |
| All | +3,068.2% | +282.7% | +2,785.4% | +1,367.5% |
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