+129.4%
LITE vs TRU
+3.5%
+125.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +12.1% |
| 7D | -12.9% | +4.9% | -17.8% | -10.1% |
| 30D | -46.0% | +26.9% | -72.9% | -37.7% |
| 3M | -33.0% | +4.0% | -37.0% | -29.8% |
| 6M | -34.0% | +15.8% | -49.8% | -25.8% |
| YTD | +61.7% | -2.6% | +64.3% | +68.6% |
| All | +129.4% | +3.5% | +125.9% | +133.9% |
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