-43.0%
LITE vs TRU
+18.3%
-61.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +3.8% |
| 7D | -35.9% | +5.7% | -41.7% | -31.9% |
| 30D | -51.5% | +29.2% | -80.8% | -38.8% |
| 3M | -35.7% | +2.7% | -38.4% | -33.8% |
| 6M | -43.0% | +15.2% | -58.2% | -33.8% |
| All | -43.0% | +18.3% | -61.2% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling