+521.0%
LITE vs TRU
-7.3%
+528.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.9% | +9.9% | +1.4% |
| 7D | -1.5% | -6.8% | +5.2% | -4.3% |
| 30D | +6.7% | 0.0% | +6.6% | +7.2% |
| 3M | -6.8% | +13.3% | -20.1% | -0.9% |
| 6M | +29.4% | +3.4% | +26.0% | +36.2% |
| YTD | +139.1% | -6.4% | +145.5% | +144.8% |
| 1Y | +521.0% | -9.7% | +530.7% | +532.7% |
| All | +521.0% | -7.3% | +528.3% | +532.7% |
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