+555.0%
LITE vs TRV
+34.9%
+520.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.0% | +10.2% |
| 7D | +12.6% | +0.5% | +12.1% | +13.2% |
| 30D | +9.9% | -4.9% | +14.8% | +5.8% |
| 3M | +9.3% | +23.7% | -14.5% | +32.9% |
| 6M | +75.2% | +20.3% | +54.9% | +111.4% |
| YTD | +165.5% | +27.1% | +138.4% | +234.8% |
| 1Y | +555.0% | +35.3% | +519.6% | +798.4% |
| All | +555.0% | +34.9% | +520.1% | +798.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling