+232.7%
LITE vs TRU
+2.1%
+230.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.6% | -12.4% | -5.2% |
| 7D | -31.4% | +10.5% | -41.9% | -26.8% |
| 30D | -42.6% | +28.7% | -71.3% | -33.2% |
| 3M | -26.2% | +0.7% | -26.9% | -24.1% |
| 6M | -35.8% | +19.3% | -55.1% | -27.4% |
| YTD | +70.0% | -3.7% | +73.8% | +76.5% |
| 1Y | +232.7% | +3.4% | +229.3% | +242.4% |
| All | +232.7% | +2.1% | +230.6% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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