+1,426.5%
LITE vs TRU
+57.8%
+1,368.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | +22.6% | -2.2% | +24.7% | +23.0% |
| 30D | -36.8% | +20.2% | -56.9% | -39.7% |
| 3M | -33.0% | +2.2% | -35.3% | -34.1% |
| 6M | -37.1% | +17.6% | -54.6% | -42.5% |
| YTD | +69.5% | -5.0% | +74.4% | +64.7% |
| 1Y | +146.1% | -1.0% | +147.1% | +133.4% |
| All | +1,426.5% | +57.8% | +1,368.8% | +922.8% |
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