+2,502.5%
LITE vs TRU
+138.6%
+2,363.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.8% | +13.8% | +12.2% |
| 7D | +12.6% | -7.2% | +19.8% | +15.8% |
| 30D | +9.9% | -2.8% | +12.7% | +10.3% |
| 3M | +9.3% | +13.0% | -3.7% | -0.8% |
| 6M | +75.2% | +0.7% | +74.5% | +65.6% |
| YTD | +165.5% | -9.0% | +174.5% | +156.7% |
| 1Y | +555.0% | -16.3% | +571.3% | +555.2% |
| 3Y | +1,870.5% | -1.1% | +1,871.5% | +1,642.6% |
| 5Y | +1,009.8% | -36.0% | +1,045.8% | +1,137.3% |
| 10Y | +2,502.5% | +139.9% | +2,362.6% | +1,139.4% |
| All | +2,502.5% | +138.6% | +2,363.9% | +1,139.4% |
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 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