+555.0%
LITE vs TRU
-16.5%
+571.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.8% | +13.8% | +9.8% |
| 7D | +12.6% | -7.2% | +19.8% | +9.3% |
| 30D | +9.9% | -2.8% | +12.7% | +9.3% |
| 3M | +9.3% | +13.0% | -3.7% | +15.5% |
| 6M | +75.2% | +0.7% | +74.5% | +82.4% |
| YTD | +165.5% | -9.0% | +174.5% | +168.6% |
| 1Y | +555.0% | -16.3% | +571.3% | +536.4% |
| All | +555.0% | -16.5% | +571.5% | +536.4% |
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