+1,563.7%
LITE vs TRU
+0.7%
+1,563.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.9% | +9.9% | +5.4% |
| 7D | -1.5% | -6.8% | +5.2% | 0.0% |
| 30D | +6.7% | 0.0% | +6.6% | +6.2% |
| 3M | -6.8% | +13.3% | -20.1% | -12.3% |
| 6M | +29.4% | +3.4% | +26.0% | +24.9% |
| YTD | +139.1% | -6.4% | +145.5% | +135.1% |
| 1Y | +521.0% | -9.7% | +530.7% | +515.0% |
| All | +1,563.7% | +0.7% | +1,563.0% | +1,485.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling