+901.5%
LITE vs TRV
+156.1%
+745.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.1% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +6.7% | -3.4% | +10.1% | +7.0% |
| 3M | -6.8% | +26.4% | -33.2% | -10.4% |
| 6M | +29.4% | +19.3% | +10.1% | +25.5% |
| YTD | +139.1% | +28.3% | +110.8% | +128.0% |
| 1Y | +521.0% | +34.3% | +486.7% | +484.0% |
| 3Y | +1,535.3% | +140.1% | +1,395.2% | +1,188.9% |
| All | +901.5% | +156.1% | +745.5% | +643.8% |
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