+1,670.7%
LITE vs TRU
+186.2%
+1,484.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.7% | +10.7% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | -34.9% | +24.3% | -59.1% | -41.5% |
| 3M | -21.0% | +2.3% | -23.3% | -24.2% |
| 6M | -38.5% | +17.7% | -56.1% | -46.3% |
| YTD | +75.8% | -3.8% | +79.6% | +62.5% |
| 1Y | +156.7% | -0.3% | +157.0% | +133.0% |
| 3Y | +1,498.6% | +58.4% | +1,440.2% | +1,014.9% |
| 5Y | +610.9% | -24.0% | +634.9% | +606.2% |
| 10Y | +1,670.7% | +187.9% | +1,482.7% | +673.3% |
| All | +1,670.7% | +186.2% | +1,484.4% | +673.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling