+490.8%
LITE vs TRV
+171.3%
+319.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +5.7% |
| 7D | -35.9% | -0.3% | -35.7% | -35.9% |
| 30D | -51.5% | +9.6% | -61.1% | -51.8% |
| 3M | -35.7% | +2.7% | -38.5% | -35.8% |
| 6M | -43.0% | +32.0% | -75.0% | -45.0% |
| YTD | +46.1% | +37.8% | +8.3% | +39.2% |
| 1Y | +124.7% | +45.2% | +79.5% | +111.3% |
| 3Y | +1,172.1% | +145.3% | +1,026.8% | +927.1% |
| All | +490.8% | +171.3% | +319.6% | +348.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling