+1,358.0%
LITE vs TRV
+149.8%
+1,208.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | +2.0% | +8.7% | +11.1% |
| 30D | -33.4% | +6.7% | -40.2% | -32.7% |
| 3M | -32.2% | +9.4% | -41.6% | -31.3% |
| 6M | -42.1% | +37.7% | -79.8% | -41.4% |
| YTD | +61.9% | +40.6% | +21.3% | +63.0% |
| 1Y | +163.0% | +42.4% | +120.6% | +164.3% |
| 3Y | +1,358.0% | +148.1% | +1,209.9% | +1,619.9% |
| All | +1,358.0% | +149.8% | +1,208.2% | +1,619.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling