+1,533.3%
LITE vs TRV
+372.9%
+1,160.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | -12.9% | -0.9% | -12.0% | -12.7% |
| 30D | -46.0% | +7.2% | -53.1% | -47.4% |
| 3M | -33.0% | +3.2% | -36.2% | -34.1% |
| 6M | -34.0% | +33.6% | -67.6% | -41.6% |
| YTD | +61.7% | +37.8% | +24.0% | +40.5% |
| 1Y | +148.3% | +43.4% | +104.9% | +111.9% |
| 3Y | +1,408.5% | +146.7% | +1,261.8% | +885.0% |
| 5Y | +546.2% | +176.1% | +370.1% | +288.7% |
| 10Y | +1,533.3% | +357.4% | +1,175.9% | +978.6% |
| All | +1,533.3% | +372.9% | +1,160.5% | +978.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling