+1,568.0%
LITE vs TRV
+350.5%
+1,217.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | +22.6% | +0.1% | +22.5% | +22.4% |
| 30D | -36.8% | +8.0% | -44.8% | -38.6% |
| 3M | -33.0% | +9.3% | -42.3% | -35.4% |
| 6M | -37.1% | +36.2% | -73.3% | -44.6% |
| YTD | +69.5% | +40.6% | +28.9% | +46.1% |
| 1Y | +146.1% | +43.1% | +103.0% | +110.4% |
| 3Y | +1,440.8% | +149.6% | +1,291.2% | +901.1% |
| 5Y | +580.4% | +181.6% | +398.8% | +305.7% |
| All | +1,568.0% | +350.5% | +1,217.4% | +926.0% |
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