+3,712.1%
LITE vs TRV
+382.8%
+3,329.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.0% | +10.8% |
| 7D | +3.4% | -2.4% | +5.8% | +4.3% |
| 30D | -34.9% | +7.5% | -42.4% | -36.7% |
| 3M | -21.0% | +6.7% | -27.7% | -23.3% |
| 6M | -38.5% | +35.5% | -73.9% | -45.9% |
| YTD | +75.8% | +39.3% | +36.6% | +51.6% |
| 1Y | +156.7% | +41.8% | +114.9% | +119.4% |
| 3Y | +1,498.6% | +147.3% | +1,351.3% | +937.0% |
| 5Y | +610.9% | +178.3% | +432.6% | +324.0% |
| 10Y | +1,670.7% | +348.3% | +1,322.3% | +684.3% |
| All | +3,712.1% | +382.8% | +3,329.3% | +1,766.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling