+5,083.9%
LITE vs TAP
-24.0%
+5,107.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | -1.5% | -2.3% | +0.8% | -1.2% |
| 30D | +6.7% | -2.1% | +8.8% | +6.9% |
| 3M | -6.8% | +6.6% | -13.4% | -8.7% |
| 6M | +29.4% | -11.5% | +40.9% | +31.4% |
| YTD | +139.1% | -10.3% | +149.4% | +141.2% |
| 1Y | +521.0% | -14.4% | +535.4% | +530.6% |
| 3Y | +1,535.3% | -28.3% | +1,563.6% | +1,608.8% |
| 5Y | +889.8% | +1.7% | +888.1% | +834.0% |
| 10Y | +2,400.7% | -49.2% | +2,449.9% | +2,379.2% |
| All | +5,083.9% | -24.0% | +5,107.8% | +5,720.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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